-16.0%
Z vs NWSA
+149.3%
-165.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.5% | -9.7% | +3.2% | +0.4% |
| 30D | -0.1% | -8.6% | +8.5% | +6.8% |
| 3M | -14.1% | -6.3% | -7.8% | -9.7% |
| 6M | -30.1% | -1.2% | -28.9% | -29.0% |
| YTD | -57.5% | +2.6% | -60.2% | -58.0% |
| 1Y | -60.3% | 0.0% | -60.4% | -60.1% |
| 3Y | -21.0% | +30.1% | -51.1% | -32.5% |
| 5Y | -54.9% | +18.3% | -73.2% | -59.9% |
| 10Y | -16.0% | +149.3% | -165.4% | -51.8% |
| All | -16.0% | +149.3% | -165.4% | -51.8% |
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