+163.6%
W vs NWSA
+117.2%
+46.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +4.0% |
| 7D | -4.2% | -1.9% | -2.3% | -2.6% |
| 30D | -7.6% | +4.6% | -12.1% | -11.4% |
| 3M | +37.2% | +13.2% | +23.9% | +22.3% |
| 6M | +26.3% | +27.0% | -0.7% | +2.1% |
| YTD | -1.0% | +16.8% | -17.8% | -14.6% |
| 1Y | +20.1% | +4.5% | +15.6% | +13.7% |
| 3Y | +37.8% | +46.2% | -8.4% | +3.0% |
| 5Y | -63.7% | +40.9% | -104.6% | -71.1% |
| 10Y | +156.3% | +145.1% | +11.2% | +24.3% |
| All | +163.6% | +117.2% | +46.4% | +25.8% |
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