+228.3%
WAT vs NWSA
+148.1%
+80.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.4% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +5.4% | -8.8% | +14.2% | +8.4% |
| 3M | +11.3% | -6.5% | +17.8% | +13.4% |
| 6M | +37.4% | +1.5% | +35.9% | +35.1% |
| YTD | +21.2% | +4.0% | +17.1% | +17.4% |
| 1Y | +21.3% | +3.4% | +17.9% | +17.8% |
| 3Y | +83.4% | +34.8% | +48.5% | +60.4% |
| 5Y | +29.0% | +18.4% | +10.6% | +15.1% |
| All | +228.3% | +148.1% | +80.2% | +114.6% |
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 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