+802.8%
V vs NWSA
+127.4%
+675.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | +2.0% | +4.6% | -2.6% | +0.2% |
| 3M | +17.4% | +13.2% | +4.1% | +11.8% |
| 6M | +17.5% | +27.0% | -9.5% | +7.0% |
| YTD | +7.6% | +16.8% | -9.2% | +0.8% |
| 1Y | +7.7% | +4.5% | +3.2% | +4.8% |
| 3Y | +54.7% | +46.2% | +8.4% | +30.7% |
| 5Y | +73.0% | +40.9% | +32.1% | +44.8% |
| 10Y | +390.9% | +145.1% | +245.7% | +203.6% |
| All | +802.8% | +127.4% | +675.4% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling