+67.1%
V vs NWSA
+40.6%
+26.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -1.1% | -2.6% | +1.6% | -0.1% |
| 30D | +1.9% | +4.6% | -2.7% | +0.2% |
| 3M | +15.5% | +10.2% | +5.3% | +11.3% |
| 6M | +16.6% | +21.6% | -5.0% | +8.2% |
| YTD | +5.7% | +14.6% | -8.9% | 0.0% |
| 1Y | +8.6% | +0.4% | +8.2% | +7.5% |
| 3Y | +52.5% | +45.0% | +7.5% | +29.3% |
| 5Y | +67.1% | +41.3% | +25.8% | +41.4% |
| All | +67.1% | +40.6% | +26.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling