+292.2%
WAB vs NWSA
+149.4%
+142.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +0.1% | -2.8% | +2.9% | +1.4% |
| 30D | -4.1% | +3.0% | -7.1% | -5.5% |
| 3M | +8.2% | +12.3% | -4.1% | +1.6% |
| 6M | +15.4% | +21.9% | -6.5% | +3.7% |
| YTD | +33.1% | +13.6% | +19.6% | +22.9% |
| 1Y | +48.1% | +0.5% | +47.6% | +44.8% |
| 3Y | +167.7% | +43.8% | +124.0% | +116.2% |
| 5Y | +225.7% | +41.2% | +184.5% | +156.8% |
| All | +292.2% | +149.4% | +142.9% | +112.2% |
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