+52.5%
V vs NWSA
+44.8%
+7.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | -1.1% | -2.6% | +1.6% | -0.2% |
| 30D | +1.9% | +4.6% | -2.7% | +0.5% |
| 3M | +15.5% | +10.2% | +5.3% | +12.0% |
| 6M | +16.6% | +21.6% | -5.0% | +9.5% |
| YTD | +5.7% | +14.6% | -8.9% | +0.9% |
| 1Y | +8.6% | +0.4% | +8.2% | +7.9% |
| 3Y | +52.5% | +45.0% | +7.5% | +38.4% |
| All | +52.5% | +44.8% | +7.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling