+62.1%
WM vs NWSA
+15.3%
+46.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +15.2% | -11.3% | +26.6% | +17.0% |
| 3M | +8.3% | -8.1% | +16.4% | +9.4% |
| 6M | +13.1% | -0.7% | +13.8% | +13.0% |
| YTD | +12.5% | +1.3% | +11.2% | +11.8% |
| 1Y | +21.8% | -1.3% | +23.1% | +21.4% |
| 3Y | +48.8% | +28.4% | +20.4% | +43.0% |
| 5Y | +62.1% | +15.3% | +46.8% | +56.0% |
| All | +62.1% | +15.3% | +46.7% | +56.0% |
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