+32.6%
XYZ vs NWSA
-0.3%
+32.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +14.9% | -10.5% | +25.4% | +21.1% |
| 30D | +14.7% | -8.8% | +23.4% | +19.8% |
| 3M | +12.1% | -6.5% | +18.6% | +15.8% |
| 6M | +18.3% | -1.3% | +19.7% | +18.0% |
| YTD | +36.1% | +2.5% | +33.6% | +30.5% |
| All | +32.6% | -0.3% | +32.9% | +28.8% |
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