+604.5%
XYZ vs NWSA
+144.0%
+460.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -3.7% | -3.1% | -0.6% | -1.5% |
| 30D | +0.5% | +4.3% | -3.7% | -2.4% |
| 3M | +16.3% | +9.2% | +7.0% | +8.4% |
| 6M | +21.1% | +21.6% | -0.4% | +4.1% |
| YTD | +22.0% | +14.2% | +7.8% | +9.4% |
| 1Y | +5.2% | +1.8% | +3.4% | +1.6% |
| 3Y | +49.6% | +44.4% | +5.1% | +12.0% |
| 5Y | -68.4% | +41.0% | -109.4% | -75.7% |
| 10Y | +604.5% | +150.0% | +454.5% | +268.1% |
| All | +604.5% | +144.0% | +460.5% | +268.1% |
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