+617.2%
WM vs NWSA
+127.4%
+489.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | -2.4% | +4.6% | -6.9% | -3.3% |
| 3M | +0.4% | +13.2% | -12.8% | -2.3% |
| 6M | -9.5% | +27.0% | -36.5% | -14.2% |
| YTD | +0.5% | +16.8% | -16.3% | -3.2% |
| 1Y | -1.1% | +4.5% | -5.6% | -2.6% |
| 3Y | +46.0% | +46.2% | -0.2% | +32.3% |
| 5Y | +51.8% | +40.9% | +10.9% | +35.6% |
| 10Y | +307.5% | +145.1% | +162.4% | +196.3% |
| All | +617.2% | +127.4% | +489.8% | +432.2% |
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 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