+11.4%
WBD vs NWSA
+149.4%
-138.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.7% | -2.8% | +2.1% | +1.1% |
| 30D | +1.4% | +3.0% | -1.6% | -0.6% |
| 3M | +4.4% | +12.3% | -7.9% | -4.3% |
| 6M | +0.8% | +21.9% | -21.0% | -13.2% |
| YTD | -2.7% | +13.6% | -16.3% | -13.0% |
| 1Y | +73.4% | +0.5% | +72.9% | +67.8% |
| 3Y | +142.1% | +43.8% | +98.4% | +88.5% |
| 5Y | +7.2% | +41.2% | -33.9% | -16.1% |
| All | +11.4% | +149.4% | -138.0% | -35.0% |
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 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