+533.2%
XYZ vs NWSA
+141.3%
+391.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | +0.3% |
| 30D | -1.7% | +4.6% | -6.3% | -4.8% |
| 3M | +16.7% | +13.2% | +3.5% | +6.5% |
| 6M | +26.9% | +27.0% | -0.1% | +6.6% |
| YTD | +27.1% | +16.8% | +10.3% | +13.0% |
| 1Y | +9.3% | +4.5% | +4.7% | +3.9% |
| 3Y | +42.3% | +46.2% | -4.0% | +7.6% |
| 5Y | -69.3% | +40.9% | -110.2% | -76.1% |
| 10Y | +586.8% | +145.1% | +441.7% | +268.4% |
| All | +533.2% | +141.3% | +391.9% | +214.2% |
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