-18.4%
WU vs NWSA
+121.6%
-139.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -4.9% | -3.4% | -1.5% | -3.7% |
| 30D | -1.3% | +3.9% | -5.2% | -2.6% |
| 3M | -3.6% | +8.9% | -12.4% | -6.4% |
| 6M | -24.3% | +21.2% | -45.5% | -29.5% |
| YTD | -21.1% | +13.8% | -34.9% | -25.1% |
| 1Y | -10.3% | +1.4% | -11.7% | -11.6% |
| 3Y | -28.4% | +44.0% | -72.3% | -38.4% |
| 5Y | -51.2% | +40.5% | -91.7% | -58.8% |
| 10Y | -39.6% | +149.2% | -188.8% | -61.5% |
| All | -18.4% | +121.6% | -139.9% | -46.5% |
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 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