+42.7%
XLP vs NWSA
+15.3%
+27.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +8.2% | -11.3% | +19.5% | +10.2% |
| 3M | +7.7% | -8.1% | +15.8% | +9.0% |
| 6M | +9.3% | -0.7% | +10.0% | +9.1% |
| YTD | +19.5% | +1.3% | +18.1% | +18.7% |
| 1Y | +21.0% | -1.3% | +22.3% | +20.7% |
| 3Y | +43.2% | +28.4% | +14.8% | +35.1% |
| 5Y | +42.7% | +15.3% | +27.4% | +34.0% |
| All | +42.7% | +15.3% | +27.4% | +34.0% |
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