+642.9%
WDC vs NWSA
+148.1%
+494.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -6.4% |
| 7D | +12.1% | +2.2% | +9.9% | +10.7% |
| 30D | -18.8% | -8.8% | -10.0% | -14.6% |
| 3M | -39.3% | -6.5% | -32.8% | -37.5% |
| 6M | -40.1% | +1.5% | -41.6% | -42.8% |
| YTD | +71.8% | +4.0% | +67.8% | +59.0% |
| 1Y | +88.5% | +3.4% | +85.0% | +74.7% |
| 3Y | +770.0% | +34.8% | +735.1% | +568.9% |
| 5Y | +549.0% | +18.4% | +530.7% | +426.2% |
| All | +642.9% | +148.1% | +494.7% | +272.3% |
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