+119.9%
XRT vs NWSA
+148.8%
-28.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -3.6% | -4.8% | +1.2% | -1.2% |
| 30D | -6.7% | +3.0% | -9.7% | -8.1% |
| 3M | -1.4% | +9.3% | -10.7% | -6.3% |
| 6M | +1.7% | +23.2% | -21.5% | -9.5% |
| YTD | -1.5% | +13.3% | -14.8% | -9.1% |
| 1Y | -2.5% | +2.9% | -5.4% | -5.6% |
| 3Y | +39.9% | +43.3% | -3.4% | +12.3% |
| 5Y | -2.6% | +40.9% | -43.5% | -22.8% |
| All | +119.9% | +148.8% | -28.9% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling