+88.5%
WDC vs NWSA
+2.3%
+86.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -3.9% |
| 7D | +12.1% | +2.2% | +9.9% | +13.1% |
| 30D | -18.8% | -8.8% | -10.0% | -20.9% |
| 3M | -39.3% | -6.5% | -32.8% | -39.2% |
| 6M | -40.1% | +1.5% | -41.6% | -33.9% |
| YTD | +71.8% | +4.0% | +67.8% | +91.3% |
| 1Y | +88.5% | +3.4% | +85.0% | +110.1% |
| All | +88.5% | +2.3% | +86.2% | +110.1% |
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