+142.5%
XLC vs NWSA
+108.5%
+34.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -0.8% | -1.9% | +1.0% | -0.1% |
| 30D | +1.0% | +4.6% | -3.5% | -0.9% |
| 3M | -0.7% | +13.2% | -13.9% | -6.1% |
| 6M | -5.1% | +27.0% | -32.1% | -14.7% |
| YTD | -4.3% | +16.8% | -21.1% | -11.1% |
| 1Y | -0.6% | +4.5% | -5.1% | -3.5% |
| 3Y | +72.7% | +46.2% | +26.5% | +43.8% |
| 5Y | +38.0% | +40.9% | -2.9% | +13.5% |
| All | +142.5% | +108.5% | +34.0% | +48.9% |
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