+167.4%
WAB vs NWSA
+32.6%
+134.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.6% |
| 7D | +5.1% | +2.2% | +2.9% | +4.4% |
| 30D | +4.0% | -8.8% | +12.8% | +6.5% |
| 3M | +0.1% | -6.5% | +6.6% | +1.6% |
| 6M | +12.8% | +1.5% | +11.3% | +11.0% |
| YTD | +40.1% | +4.0% | +36.0% | +36.0% |
| 1Y | +46.4% | +3.4% | +42.9% | +42.4% |
| 3Y | +167.4% | +34.8% | +132.5% | +139.0% |
| All | +167.4% | +32.6% | +134.8% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling