+9.2%
Z vs NWSA
+105.8%
-96.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -13.4% | +2.7% | -2.0% |
| 7D | -2.3% | -10.1% | +7.8% | +4.8% |
| 30D | +9.4% | -7.3% | +16.6% | +15.4% |
| 3M | -16.1% | -8.6% | -7.5% | -10.8% |
| 6M | -30.4% | +4.4% | -34.9% | -31.9% |
| YTD | -55.6% | +2.1% | -57.7% | -55.9% |
| 1Y | -58.5% | +4.1% | -62.6% | -59.4% |
| 3Y | -19.6% | +23.5% | -43.1% | -28.3% |
| 5Y | -54.1% | +13.5% | -67.7% | -57.9% |
| 10Y | -12.1% | +149.4% | -161.4% | -48.9% |
| All | +9.2% | +105.8% | -96.6% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling