+248.8%
XLU vs NWSA
+121.1%
+127.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | -3.3% | +3.0% | -6.3% | -3.9% |
| 3M | -3.2% | +12.3% | -15.5% | -5.5% |
| 6M | -7.0% | +21.9% | -28.8% | -10.8% |
| YTD | +0.6% | +13.6% | -12.9% | -2.4% |
| 1Y | +2.4% | +0.5% | +2.0% | +1.6% |
| 3Y | +46.3% | +43.8% | +2.5% | +34.0% |
| 5Y | +44.0% | +41.2% | +2.8% | +29.7% |
| 10Y | +140.1% | +148.6% | -8.5% | +80.0% |
| All | +248.8% | +121.1% | +127.8% | +165.2% |
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 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