+181.3%
XLE vs NWSA
+144.0%
+37.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.6% |
| 30D | +8.5% | +4.3% | +4.2% | +6.6% |
| 3M | +14.6% | +9.2% | +5.4% | +9.9% |
| 6M | +17.6% | +21.6% | -4.0% | +7.1% |
| YTD | +48.1% | +14.2% | +33.9% | +37.8% |
| 1Y | +53.8% | +1.8% | +52.0% | +49.8% |
| 3Y | +56.2% | +44.4% | +11.8% | +27.9% |
| 5Y | +227.7% | +41.0% | +186.8% | +159.9% |
| 10Y | +181.3% | +150.0% | +31.3% | +50.6% |
| All | +181.3% | +144.0% | +37.3% | +50.6% |
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