+185.1%
XRT vs NWSA
+101.5%
+83.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -1.4% | -12.2% | +10.8% | +4.3% |
| 30D | +9.8% | -8.7% | +18.4% | +14.1% |
| 3M | +3.3% | -6.0% | +9.2% | +5.7% |
| 6M | +13.6% | -0.3% | +13.9% | +12.4% |
| YTD | +9.1% | +3.5% | +5.6% | +5.1% |
| 1Y | +15.1% | +0.8% | +14.3% | +12.3% |
| 3Y | +59.9% | +31.1% | +28.8% | +36.1% |
| 5Y | -1.7% | +18.8% | -20.5% | -14.1% |
| 10Y | +141.1% | +147.9% | -6.7% | +45.4% |
| All | +185.1% | +101.5% | +83.6% | +83.5% |
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