+1.0%
XLU vs NWSA
+18.2%
-17.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.5% |
| 7D | +2.6% | +4.3% | -1.6% | +2.7% |
| 30D | +9.1% | +5.6% | +3.5% | +9.3% |
| 3M | -0.4% | +7.3% | -7.7% | -0.1% |
| 6M | -4.7% | +18.8% | -23.5% | -4.1% |
| YTD | +4.3% | +17.9% | -13.6% | +4.7% |
| 1Y | +1.0% | +19.3% | -18.4% | +1.2% |
| All | +1.0% | +18.2% | -17.3% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling