-62.3%
W vs NWSA
+39.6%
-101.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | +5.9% | -3.4% | +9.3% | +10.3% |
| 30D | -3.0% | +3.9% | -7.0% | -8.0% |
| 3M | +40.3% | +8.9% | +31.5% | +24.0% |
| 6M | +32.2% | +21.2% | +11.1% | +1.2% |
| YTD | -0.3% | +13.8% | -14.1% | -18.4% |
| 1Y | +16.2% | +1.4% | +14.8% | +10.3% |
| 3Y | +40.7% | +44.0% | -3.2% | -14.9% |
| 5Y | -62.3% | +40.5% | -102.8% | -77.9% |
| All | -62.3% | +39.6% | -101.9% | -77.9% |
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 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