+163.4%
WWD vs NWSA
+44.1%
+119.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | -3.1% | +3.7% | +1.4% |
| 30D | -5.1% | +4.3% | -9.4% | -6.2% |
| 3M | -11.2% | +9.2% | -20.5% | -13.6% |
| 6M | -12.0% | +21.6% | -33.6% | -17.4% |
| YTD | +12.0% | +14.2% | -2.2% | +6.6% |
| 1Y | +42.8% | +1.8% | +41.0% | +42.7% |
| All | +163.4% | +44.1% | +119.3% | +134.6% |
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