-53.6%
Z vs NWSA
+18.2%
-71.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +6.1% |
| 7D | +10.2% | +4.3% | +5.9% | +6.4% |
| 30D | +23.7% | +5.6% | +18.1% | +18.9% |
| 3M | -6.6% | +7.3% | -13.8% | -11.5% |
| 6M | -23.0% | +18.8% | -41.9% | -32.7% |
| YTD | -50.3% | +17.9% | -68.2% | -56.5% |
| 1Y | -53.6% | +19.3% | -72.9% | -59.7% |
| All | -53.6% | +18.2% | -71.8% | -59.7% |
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 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