-40.4%
WU vs NWSA
+149.4%
-189.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | -2.8% | -0.7% | -2.5% |
| 30D | -2.9% | +3.0% | -6.0% | -4.0% |
| 3M | -2.3% | +12.3% | -14.6% | -6.2% |
| 6M | -25.4% | +21.9% | -47.2% | -30.6% |
| YTD | -21.2% | +13.6% | -34.8% | -25.1% |
| 1Y | -8.9% | +0.5% | -9.3% | -9.8% |
| 3Y | -29.0% | +43.8% | -72.7% | -39.0% |
| 5Y | -50.7% | +41.2% | -91.9% | -58.6% |
| All | -40.4% | +149.4% | -189.7% | -61.5% |
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