+143.7%
XLC vs NWSA
+102.6%
+41.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | -2.8% | +3.3% | +1.7% |
| 30D | +2.1% | +3.0% | -0.9% | +0.8% |
| 3M | +0.7% | +12.3% | -11.6% | -4.4% |
| 6M | -3.2% | +21.9% | -25.1% | -11.4% |
| YTD | -3.8% | +13.6% | -17.4% | -9.6% |
| 1Y | -2.0% | +0.5% | -2.5% | -3.3% |
| 3Y | +71.4% | +43.8% | +27.6% | +43.7% |
| 5Y | +40.7% | +41.2% | -0.5% | +15.8% |
| All | +143.7% | +102.6% | +41.1% | +51.5% |
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 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