+1,328.4%
WDC vs NWSA
+43.0%
+1,285.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.4% |
| 7D | +4.4% | -4.8% | +9.2% | +4.8% |
| 30D | +5.3% | +3.0% | +2.3% | +4.9% |
| 3M | -5.9% | +9.3% | -15.2% | -7.5% |
| 6M | +73.2% | +23.2% | +50.1% | +62.8% |
| YTD | +167.8% | +13.3% | +154.5% | +158.8% |
| 1Y | +386.0% | +2.9% | +383.1% | +391.7% |
| All | +1,328.4% | +43.0% | +1,285.5% | +1,162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling