+49.9%
XLE vs NWSA
+18.2%
+31.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.5% | -4.3% |
| 7D | -7.2% | +4.3% | -11.5% | -6.7% |
| 30D | +0.1% | +5.6% | -5.5% | +0.7% |
| 3M | +9.2% | +7.3% | +1.9% | +10.0% |
| 6M | +8.4% | +18.8% | -10.5% | +10.3% |
| YTD | +44.9% | +17.9% | +27.0% | +47.8% |
| 1Y | +49.9% | +19.3% | +30.5% | +52.4% |
| All | +49.9% | +18.2% | +31.6% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling