+271.8%
WPM vs NWSA
+44.1%
+227.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +3.9% | -3.1% | +6.9% | +4.5% |
| 30D | +17.7% | +4.3% | +13.4% | +16.9% |
| 3M | +39.4% | +9.2% | +30.2% | +36.8% |
| 6M | +6.4% | +21.6% | -15.2% | +1.8% |
| YTD | +34.0% | +14.2% | +19.8% | +29.5% |
| 1Y | +50.5% | +1.8% | +48.8% | +49.7% |
| All | +271.8% | +44.1% | +227.6% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling