+991.6%
WDC vs NWSA
+40.1%
+951.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +7.5% | -3.1% | +10.5% | +8.8% |
| 30D | +10.1% | +4.3% | +5.8% | +7.8% |
| 3M | -6.8% | +9.2% | -16.0% | -12.3% |
| 6M | +84.1% | +21.6% | +62.6% | +62.7% |
| YTD | +180.3% | +14.2% | +166.0% | +153.4% |
| 1Y | +411.1% | +1.8% | +409.3% | +391.6% |
| 3Y | +1,375.0% | +44.4% | +1,330.6% | +1,015.4% |
| 5Y | +991.6% | +41.0% | +950.6% | +703.9% |
| All | +991.6% | +40.1% | +951.5% | +703.9% |
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