-18.4%
Z vs NWSA
+24.1%
-42.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -13.4% | +2.7% | +1.5% |
| 7D | -2.3% | -10.1% | +7.8% | +7.5% |
| 30D | +9.4% | -7.3% | +16.6% | +17.7% |
| 3M | -16.1% | -8.6% | -7.5% | -8.8% |
| 6M | -30.4% | +4.4% | -34.9% | -32.9% |
| YTD | -55.6% | +2.1% | -57.7% | -56.3% |
| 1Y | -58.5% | +4.1% | -62.6% | -60.0% |
| All | -18.4% | +24.1% | -42.5% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling