+29.3%
V vs NWSA
+18.2%
+11.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.6% |
| 7D | +9.0% | +4.3% | +4.7% | +7.6% |
| 30D | +18.1% | +5.6% | +12.5% | +16.2% |
| 3M | +18.3% | +7.3% | +11.1% | +16.0% |
| 6M | +34.1% | +18.8% | +15.2% | +28.0% |
| YTD | +25.2% | +17.9% | +7.3% | +18.8% |
| 1Y | +29.3% | +19.3% | +10.0% | +22.4% |
| All | +29.3% | +18.2% | +11.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling