+325.2%
XLV vs NWSA
+121.1%
+204.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | -1.8% | +3.0% | -4.9% | -2.6% |
| 3M | +7.8% | +12.3% | -4.5% | +4.4% |
| 6M | +9.1% | +21.9% | -12.8% | +3.2% |
| YTD | +7.7% | +13.6% | -5.8% | +3.5% |
| 1Y | +20.4% | +0.5% | +19.9% | +19.2% |
| 3Y | +30.8% | +43.8% | -13.0% | +16.3% |
| 5Y | +34.6% | +41.2% | -6.5% | +17.4% |
| 10Y | +173.4% | +148.6% | +24.8% | +86.6% |
| All | +325.2% | +121.1% | +204.1% | +199.3% |
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