+366.0%
WDC vs NWSA
+3.0%
+363.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.8% |
| 7D | -4.3% | -2.8% | -1.5% | -6.4% |
| 30D | -1.5% | +3.0% | -4.5% | +1.1% |
| 3M | -15.5% | +12.3% | -27.8% | -6.0% |
| 6M | +66.5% | +21.9% | +44.6% | +91.2% |
| YTD | +159.9% | +13.6% | +146.3% | +193.7% |
| 1Y | +366.0% | +0.5% | +365.5% | +432.5% |
| All | +366.0% | +3.0% | +363.0% | +432.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling