+176.5%
XLE vs NWSA
+141.7%
+34.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +4.4% | -0.8% | +5.2% | +4.7% |
| 30D | -4.3% | -11.3% | +7.1% | -0.2% |
| 3M | +6.0% | -8.1% | +14.1% | +8.6% |
| 6M | +13.2% | -0.7% | +13.9% | +11.6% |
| YTD | +46.7% | +1.3% | +45.4% | +42.0% |
| 1Y | +46.6% | -1.3% | +47.9% | +43.5% |
| 3Y | +69.6% | +28.4% | +41.2% | +44.5% |
| 5Y | +166.5% | +15.3% | +151.3% | +129.7% |
| All | +176.5% | +141.7% | +34.8% | +50.2% |
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 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