-16.1%
Z vs NWSA
+144.8%
-160.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -4.6% | -9.4% | +4.8% | +2.2% |
| 30D | +8.3% | -7.8% | +16.1% | +15.1% |
| 3M | -11.6% | -10.8% | -0.9% | -4.0% |
| 6M | -33.6% | +1.1% | -34.7% | -33.7% |
| YTD | -56.7% | +1.8% | -58.5% | -57.0% |
| 1Y | -59.1% | +6.0% | -65.1% | -60.5% |
| 3Y | -20.4% | +24.6% | -44.9% | -30.0% |
| 5Y | -55.3% | +13.1% | -68.4% | -59.2% |
| All | -16.1% | +144.8% | -160.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling