+136.0%
XLC vs NWSA
+85.6%
+50.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | 0.0% |
| 7D | +3.7% | +2.2% | +1.5% | +2.8% |
| 30D | -1.9% | -8.8% | +6.8% | +1.2% |
| 3M | -3.1% | -6.5% | +3.4% | -1.1% |
| 6M | -6.4% | +1.5% | -7.9% | -8.0% |
| YTD | -6.8% | +4.0% | -10.9% | -9.9% |
| 1Y | -1.7% | +3.4% | -5.1% | -4.7% |
| 3Y | +64.7% | +34.8% | +29.8% | +41.0% |
| 5Y | +41.1% | +18.4% | +22.7% | +23.9% |
| All | +136.0% | +85.6% | +50.4% | +51.0% |
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