+196.7%
W vs NWSA
+93.4%
+103.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -1.8% |
| 7D | +0.2% | +2.2% | -2.0% | -1.7% |
| 30D | +6.8% | -8.8% | +15.6% | +14.9% |
| 3M | +10.7% | -6.5% | +17.2% | +16.4% |
| 6M | +86.3% | +1.5% | +84.8% | +81.3% |
| YTD | +11.5% | +4.0% | +7.4% | +5.6% |
| 1Y | +5.1% | +3.4% | +1.7% | 0.0% |
| 3Y | +171.0% | +34.8% | +136.1% | +115.4% |
| 5Y | -56.6% | +18.4% | -75.0% | -60.6% |
| 10Y | +213.4% | +149.2% | +64.2% | +55.8% |
| All | +196.7% | +93.4% | +103.3% | +55.6% |
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