+179.8%
XRT vs NWSA
+97.3%
+82.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -0.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +7.5% | -11.3% | +18.9% | +13.3% |
| 3M | +2.3% | -8.1% | +10.4% | +5.9% |
| 6M | +12.8% | -0.7% | +13.5% | +11.8% |
| YTD | +7.1% | +1.3% | +5.7% | +4.2% |
| 1Y | +12.3% | -1.3% | +13.6% | +10.7% |
| 3Y | +57.0% | +28.4% | +28.6% | +34.9% |
| 5Y | -4.3% | +15.3% | -19.6% | -15.2% |
| 10Y | +136.7% | +142.7% | -6.0% | +44.2% |
| All | +179.8% | +97.3% | +82.6% | +81.9% |
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 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