-61.6%
XYZ vs NWSA
+15.5%
-77.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.0% |
| 7D | +14.9% | -10.5% | +25.4% | +26.2% |
| 30D | +14.7% | -8.8% | +23.4% | +23.6% |
| 3M | +12.1% | -6.5% | +18.6% | +17.7% |
| 6M | +18.3% | -1.3% | +19.7% | +16.1% |
| YTD | +36.1% | +2.5% | +33.6% | +27.6% |
| 1Y | +35.3% | +0.2% | +35.1% | +29.7% |
| 3Y | +73.5% | +27.6% | +45.9% | +20.6% |
| 5Y | -61.6% | +17.0% | -78.6% | -72.9% |
| All | -61.6% | +15.5% | -77.2% | -72.9% |
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 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