+164.7%
XLB vs NWSA
+141.7%
+23.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +5.3% | -11.3% | +16.6% | +9.9% |
| 3M | 0.0% | -8.1% | +8.1% | +2.7% |
| 6M | +1.2% | -0.7% | +1.9% | +0.2% |
| YTD | +16.9% | +1.3% | +15.6% | +14.0% |
| 1Y | +20.9% | -1.3% | +22.2% | +19.2% |
| 3Y | +43.3% | +28.4% | +14.9% | +24.8% |
| 5Y | +28.3% | +15.3% | +13.0% | +13.5% |
| All | +164.7% | +141.7% | +23.0% | +60.0% |
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