+240.8%
XLB vs NWSA
+102.5%
+138.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.3% |
| 30D | +5.2% | -8.8% | +13.9% | +8.5% |
| 3M | +0.3% | -6.5% | +6.8% | +2.3% |
| 6M | +1.2% | +1.5% | -0.3% | -0.6% |
| YTD | +16.6% | +4.0% | +12.6% | +12.7% |
| 1Y | +21.4% | +3.4% | +18.0% | +17.5% |
| 3Y | +43.2% | +34.8% | +8.4% | +23.1% |
| 5Y | +28.0% | +18.4% | +9.7% | +12.8% |
| 10Y | +164.8% | +149.2% | +15.6% | +60.8% |
| All | +240.8% | +102.5% | +138.3% | +119.5% |
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 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