+64.3%
XLF vs NWSA
+40.0%
+24.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -1.2% | +3.0% | -4.2% | -2.3% |
| 3M | +9.2% | +12.3% | -3.1% | +3.9% |
| 6M | +16.3% | +21.9% | -5.5% | +6.8% |
| YTD | +5.4% | +13.6% | -8.1% | -0.7% |
| 1Y | +7.6% | +0.5% | +7.1% | +6.4% |
| 3Y | +74.2% | +43.8% | +30.5% | +47.0% |
| All | +64.3% | +40.0% | +24.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling