+7.8%
WBD vs NWSA
+39.0%
-31.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | -0.6% | -4.8% | +4.2% | +3.3% |
| 30D | +4.2% | +3.0% | +1.2% | +1.6% |
| 3M | +7.5% | +9.3% | -1.8% | -1.5% |
| 6M | +1.6% | +23.2% | -21.6% | -16.9% |
| YTD | -2.2% | +13.3% | -15.5% | -14.9% |
| 1Y | +124.9% | +2.9% | +122.0% | +112.7% |
| 3Y | +149.1% | +43.3% | +105.8% | +76.7% |
| 5Y | +7.8% | +40.9% | -33.0% | -23.4% |
| All | +7.8% | +39.0% | -31.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling