+80.4%
XLI vs NWSA
+39.0%
+41.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -0.8% |
| 30D | -8.2% | +3.0% | -11.1% | -9.1% |
| 3M | +0.8% | +9.3% | -8.5% | -2.7% |
| 6M | +0.8% | +23.2% | -22.3% | -6.9% |
| YTD | +10.5% | +13.3% | -2.8% | +4.7% |
| 1Y | +14.1% | +2.9% | +11.2% | +11.9% |
| 3Y | +68.6% | +43.3% | +25.3% | +44.9% |
| 5Y | +80.4% | +40.9% | +39.5% | +49.7% |
| All | +80.4% | +39.0% | +41.4% | +49.7% |
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 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