+1,095.5%
WDC vs NWSA
+127.4%
+968.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.7% |
| 30D | -10.0% | +4.6% | -14.5% | -12.5% |
| 3M | -18.8% | +13.2% | -32.0% | -26.2% |
| 6M | +79.0% | +27.0% | +52.0% | +51.4% |
| YTD | +171.6% | +16.8% | +154.7% | +137.8% |
| 1Y | +417.4% | +4.5% | +412.9% | +378.7% |
| 3Y | +1,251.8% | +46.2% | +1,205.6% | +913.1% |
| 5Y | +911.7% | +40.9% | +870.8% | +658.0% |
| 10Y | +1,399.6% | +145.1% | +1,254.5% | +670.1% |
| All | +1,095.5% | +127.4% | +968.0% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling