+357.2%
XLF vs NWSA
+121.6%
+235.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.4% |
| 30D | -1.3% | +3.9% | -5.2% | -2.9% |
| 3M | +9.1% | +8.9% | +0.3% | +4.8% |
| 6M | +14.4% | +21.2% | -6.8% | +4.5% |
| YTD | +5.1% | +13.8% | -8.8% | -1.7% |
| 1Y | +8.6% | +1.4% | +7.2% | +6.5% |
| 3Y | +74.4% | +44.0% | +30.5% | +45.1% |
| 5Y | +64.4% | +40.5% | +23.9% | +34.1% |
| 10Y | +251.6% | +149.2% | +102.4% | +105.3% |
| All | +357.2% | +121.6% | +235.6% | +174.7% |
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