-2.0%
XRT vs NWSA
+2.0%
-4.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -6.9% | +4.3% | -11.2% | -7.7% |
| 3M | -0.4% | +9.2% | -9.6% | -2.3% |
| 6M | +2.2% | +21.6% | -19.3% | -2.1% |
| YTD | -0.7% | +14.2% | -14.9% | -3.0% |
| 1Y | -2.0% | +1.8% | -3.8% | -1.9% |
| All | -2.0% | +2.0% | -4.0% | -1.9% |
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