+240.6%
XLB vs NWSA
+127.4%
+113.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | -0.4% | +4.6% | -5.0% | -2.2% |
| 3M | +2.0% | +13.2% | -11.3% | -3.3% |
| 6M | +1.8% | +27.0% | -25.2% | -8.1% |
| YTD | +16.6% | +16.8% | -0.3% | +8.3% |
| 1Y | +16.9% | +4.5% | +12.4% | +13.3% |
| 3Y | +32.6% | +46.2% | -13.7% | +10.9% |
| 5Y | +35.6% | +40.9% | -5.3% | +12.0% |
| 10Y | +160.0% | +145.1% | +14.9% | +58.8% |
| All | +240.6% | +127.4% | +113.1% | +110.9% |
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