+428.1%
WMT vs NWSA
+149.4%
+278.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -2.8% | +2.8% | +0.5% |
| 30D | -7.4% | +3.0% | -10.4% | -7.9% |
| 3M | -10.9% | +12.3% | -23.2% | -12.8% |
| 6M | -12.7% | +21.9% | -34.5% | -15.9% |
| YTD | -3.2% | +13.6% | -16.8% | -5.9% |
| 1Y | +5.3% | +0.5% | +4.8% | +4.7% |
| 3Y | +101.9% | +43.8% | +58.1% | +86.7% |
| 5Y | +134.6% | +41.2% | +93.4% | +113.6% |
| All | +428.1% | +149.4% | +278.7% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling