+363.8%
XLY vs NWSA
+121.1%
+242.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -4.2% | +3.0% | -7.2% | -5.4% |
| 3M | -2.7% | +12.3% | -15.0% | -7.5% |
| 6M | -0.6% | +21.9% | -22.5% | -8.9% |
| YTD | -5.0% | +13.6% | -18.6% | -10.7% |
| 1Y | -4.1% | +0.5% | -4.6% | -5.5% |
| 3Y | +33.6% | +43.8% | -10.2% | +13.3% |
| 5Y | +28.7% | +41.2% | -12.5% | +7.8% |
| 10Y | +219.6% | +148.6% | +71.0% | +102.8% |
| All | +363.8% | +121.1% | +242.8% | +206.0% |
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 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