+37.3%
WY vs NWSA
+123.2%
-85.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.5% |
| 7D | -2.1% | -2.6% | +0.6% | -0.8% |
| 30D | -10.5% | +4.6% | -15.0% | -12.5% |
| 3M | -4.9% | +10.2% | -15.1% | -9.8% |
| 6M | -4.9% | +21.6% | -26.5% | -14.5% |
| YTD | -1.7% | +14.6% | -16.3% | -9.6% |
| 1Y | -9.4% | +0.4% | -9.7% | -11.3% |
| 3Y | -22.3% | +45.0% | -67.3% | -37.9% |
| 5Y | -20.5% | +41.3% | -61.8% | -37.7% |
| 10Y | +4.9% | +142.8% | -137.9% | -43.9% |
| All | +37.3% | +123.2% | -85.8% | -25.8% |
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