-68.6%
XYZ vs NWSA
+40.6%
-109.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.4% |
| 7D | +2.9% | -2.6% | +5.5% | +5.5% |
| 30D | +1.4% | +4.6% | -3.2% | -2.8% |
| 3M | +14.6% | +10.2% | +4.4% | +3.3% |
| 6M | +20.8% | +21.6% | -0.9% | -1.8% |
| YTD | +23.1% | +14.6% | +8.4% | +5.6% |
| 1Y | +5.6% | +0.4% | +5.3% | +2.3% |
| 3Y | +50.9% | +45.0% | +5.9% | -4.6% |
| 5Y | -68.6% | +41.3% | -109.8% | -80.7% |
| All | -68.6% | +40.6% | -109.2% | -80.7% |
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