-3.3%
XRT vs NWSA
+39.6%
-42.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | -0.6% |
| 30D | -6.9% | +3.9% | -10.9% | -8.9% |
| 3M | -0.4% | +8.9% | -9.3% | -5.4% |
| 6M | +2.2% | +21.2% | -18.9% | -9.0% |
| YTD | -0.7% | +13.8% | -14.5% | -9.0% |
| 1Y | -2.0% | +1.4% | -3.4% | -4.2% |
| 3Y | +41.0% | +44.0% | -2.9% | +9.5% |
| 5Y | -3.3% | +40.5% | -43.8% | -26.7% |
| All | -3.3% | +39.6% | -42.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling