+4.7%
WY vs NWSA
+149.4%
-144.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -4.2% | -2.8% | -1.4% | -2.7% |
| 30D | -10.1% | +3.0% | -13.1% | -11.6% |
| 3M | -8.5% | +12.3% | -20.8% | -14.4% |
| 6M | -3.3% | +21.9% | -25.2% | -13.8% |
| YTD | -4.4% | +13.6% | -18.0% | -12.2% |
| 1Y | -11.5% | +0.5% | -12.0% | -13.5% |
| 3Y | -24.3% | +43.8% | -68.1% | -40.6% |
| 5Y | -21.3% | +41.2% | -62.5% | -39.9% |
| All | +4.7% | +149.4% | -144.6% | -49.5% |
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