+437.9%
WWD vs NWSA
+148.1%
+289.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.0% |
| 7D | +4.0% | +2.2% | +1.8% | +2.8% |
| 30D | +0.4% | -8.8% | +9.2% | +4.6% |
| 3M | -7.9% | -6.5% | -1.4% | -5.7% |
| 6M | -10.6% | +1.5% | -12.1% | -13.1% |
| YTD | +9.4% | +4.0% | +5.4% | +3.5% |
| 1Y | +25.7% | +3.4% | +22.3% | +19.2% |
| 3Y | +148.5% | +34.8% | +113.7% | +98.8% |
| 5Y | +189.5% | +18.4% | +171.2% | +141.0% |
| All | +437.9% | +148.1% | +289.7% | +160.2% |
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 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