+40.7%
XLC vs NWSA
+18.8%
+21.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.1% |
| 7D | +3.7% | +2.2% | +1.5% | +2.7% |
| 30D | -1.9% | -8.8% | +6.8% | +1.5% |
| 3M | -3.1% | -6.5% | +3.4% | -1.1% |
| 6M | -6.4% | +1.5% | -7.9% | -8.4% |
| YTD | -6.8% | +4.0% | -10.9% | -10.4% |
| 1Y | -1.7% | +3.4% | -5.1% | -5.3% |
| 3Y | +64.7% | +34.8% | +29.8% | +35.9% |
| All | +40.7% | +18.8% | +21.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling