-21.6%
WY vs NWSA
+39.0%
-60.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -3.7% | -4.8% | +1.1% | -1.8% |
| 30D | -11.3% | +3.0% | -14.3% | -12.4% |
| 3M | -8.1% | +9.3% | -17.4% | -11.8% |
| 6M | -7.4% | +23.2% | -30.6% | -15.8% |
| YTD | -4.7% | +13.3% | -18.0% | -10.7% |
| 1Y | -9.2% | +2.9% | -12.1% | -11.4% |
| 3Y | -24.7% | +43.3% | -68.0% | -38.0% |
| 5Y | -21.6% | +40.9% | -62.4% | -37.5% |
| All | -21.6% | +39.0% | -60.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling