+408.8%
XLI vs NWSA
+123.2%
+285.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +1.0% | -2.6% | +3.6% | +2.0% |
| 30D | -5.8% | +4.6% | -10.4% | -7.5% |
| 3M | +0.7% | +10.2% | -9.5% | -3.6% |
| 6M | +3.2% | +21.6% | -18.4% | -5.2% |
| YTD | +13.0% | +14.6% | -1.6% | +5.8% |
| 1Y | +16.8% | +0.4% | +16.4% | +14.8% |
| 3Y | +72.4% | +45.0% | +27.4% | +45.1% |
| 5Y | +82.8% | +41.3% | +41.5% | +50.9% |
| 10Y | +252.4% | +142.8% | +109.7% | +116.2% |
| All | +408.8% | +123.2% | +285.6% | +218.7% |
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