+167.9%
WAT vs NWSA
+144.0%
+23.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | -1.7% | +4.3% | -6.0% | -3.2% |
| 3M | +9.1% | +9.2% | -0.2% | +5.3% |
| 6M | +32.4% | +21.6% | +10.9% | +22.5% |
| YTD | +6.6% | +14.2% | -7.6% | +0.5% |
| 1Y | +34.7% | +1.8% | +33.0% | +31.9% |
| 3Y | +53.6% | +44.4% | +9.1% | +31.8% |
| 5Y | -4.1% | +41.0% | -45.0% | -19.1% |
| 10Y | +167.9% | +150.0% | +17.8% | +73.4% |
| All | +167.9% | +144.0% | +23.8% | +73.4% |
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