+829.6%
WWD vs NWSA
+127.4%
+702.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.0% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -7.2% | +4.6% | -11.7% | -9.4% |
| 3M | -3.8% | +13.2% | -17.1% | -10.4% |
| 6M | -9.9% | +27.0% | -36.9% | -21.2% |
| YTD | +14.8% | +16.8% | -2.0% | +3.7% |
| 1Y | +42.1% | +4.5% | +37.6% | +35.3% |
| 3Y | +170.8% | +46.2% | +124.6% | +112.4% |
| 5Y | +197.5% | +40.9% | +156.6% | +129.6% |
| 10Y | +477.8% | +145.1% | +332.7% | +198.2% |
| All | +829.6% | +127.4% | +702.2% | +395.9% |
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 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