+151.6%
XLE vs NWSA
+99.8%
+51.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.7% | -9.7% | +3.0% | -3.3% |
| 30D | -4.4% | -8.6% | +4.2% | -1.5% |
| 3M | +4.0% | -6.3% | +10.3% | +5.8% |
| 6M | +13.2% | -1.2% | +14.3% | +11.8% |
| YTD | +41.9% | +2.6% | +39.3% | +36.7% |
| 1Y | +41.6% | 0.0% | +41.6% | +37.9% |
| 3Y | +64.0% | +30.1% | +33.9% | +39.6% |
| 5Y | +158.1% | +18.3% | +139.8% | +120.2% |
| 10Y | +163.9% | +149.3% | +14.6% | +45.0% |
| All | +151.6% | +99.8% | +51.8% | +47.9% |
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