+554.0%
XYZ vs NWSA
+110.3%
+443.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +12.1% | -9.4% | +21.5% | +19.3% |
| 30D | +12.4% | -7.8% | +20.1% | +18.1% |
| 3M | +8.2% | -10.8% | +18.9% | +16.0% |
| 6M | +20.7% | +1.1% | +19.6% | +17.8% |
| YTD | +31.3% | +1.8% | +29.5% | +27.3% |
| 1Y | +20.5% | +6.0% | +14.5% | +12.7% |
| 3Y | +72.6% | +24.6% | +48.0% | +44.1% |
| 5Y | -64.0% | +13.1% | -77.1% | -68.0% |
| 10Y | +601.8% | +148.5% | +453.3% | +295.1% |
| All | +554.0% | +110.3% | +443.8% | +254.0% |
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