+34.1%
XLP vs NWSA
+40.7%
-6.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | -0.9% | +4.6% | -5.5% | -1.6% |
| 3M | +3.8% | +13.2% | -9.4% | +1.6% |
| 6M | -1.7% | +27.0% | -28.7% | -5.7% |
| YTD | +10.3% | +16.8% | -6.6% | +7.2% |
| 1Y | +7.8% | +4.5% | +3.3% | +6.7% |
| 3Y | +27.2% | +46.2% | -19.0% | +17.6% |
| All | +34.1% | +40.7% | -6.6% | +20.5% |
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