-53.1%
Z vs NWSA
+18.8%
-71.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.2% |
| 7D | +0.8% | +2.2% | -1.4% | -1.0% |
| 30D | +5.2% | -8.8% | +14.0% | +14.4% |
| 3M | -17.0% | -6.5% | -10.5% | -11.6% |
| 6M | -22.7% | +1.5% | -24.2% | -23.4% |
| YTD | -56.3% | +4.0% | -60.4% | -57.7% |
| 1Y | -57.7% | +3.4% | -61.1% | -58.8% |
| 3Y | -16.5% | +34.8% | -51.4% | -35.4% |
| All | -53.1% | +18.8% | -71.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling