+152.3%
W vs NWSA
+148.8%
+3.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.0% |
| 7D | +0.5% | -4.8% | +5.2% | +4.9% |
| 30D | -5.6% | +3.0% | -8.5% | -8.3% |
| 3M | +41.9% | +9.3% | +32.6% | +29.6% |
| 6M | +30.2% | +23.2% | +7.0% | +6.6% |
| YTD | -2.9% | +13.3% | -16.3% | -15.0% |
| 1Y | +11.6% | +2.9% | +8.7% | +6.7% |
| 3Y | +37.0% | +43.3% | -6.4% | +1.7% |
| 5Y | -62.8% | +40.9% | -103.7% | -71.1% |
| All | +152.3% | +148.8% | +3.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling