-53.1%
W vs NWSA
+18.7%
-71.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -7.4% | -12.2% | +4.8% | +7.5% |
| 30D | +7.8% | -8.7% | +16.5% | +19.3% |
| 3M | +10.9% | -6.0% | +16.9% | +17.5% |
| 6M | +86.4% | -0.3% | +86.8% | +79.9% |
| YTD | +14.0% | +3.5% | +10.5% | +3.0% |
| 1Y | +3.5% | +0.8% | +2.8% | -3.0% |
| 3Y | +164.8% | +31.1% | +133.6% | +72.6% |
| 5Y | -53.1% | +18.8% | -71.9% | -70.7% |
| All | -53.1% | +18.7% | -71.8% | -70.7% |
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