+253.9%
XLI vs NWSA
+149.4%
+104.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -7.3% | +3.0% | -10.3% | -8.4% |
| 3M | -1.3% | +12.3% | -13.7% | -6.4% |
| 6M | +2.2% | +21.9% | -19.6% | -6.4% |
| YTD | +11.7% | +13.6% | -1.9% | +4.6% |
| 1Y | +14.3% | +0.5% | +13.8% | +12.2% |
| 3Y | +70.3% | +43.8% | +26.6% | +42.6% |
| 5Y | +82.3% | +41.2% | +41.2% | +49.0% |
| All | +253.9% | +149.4% | +104.5% | +109.9% |
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 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