+24.7%
Z vs NWSA
+135.4%
-110.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.0% |
| 7D | -3.0% | -1.9% | -1.1% | -1.8% |
| 30D | -4.2% | +4.6% | -8.8% | -7.0% |
| 3M | -3.7% | +13.2% | -16.9% | -10.9% |
| 6M | -24.5% | +27.0% | -51.5% | -35.1% |
| YTD | -49.3% | +16.8% | -66.1% | -54.1% |
| 1Y | -58.7% | +4.5% | -63.2% | -59.9% |
| 3Y | -34.1% | +46.2% | -80.4% | -47.5% |
| 5Y | -64.5% | +40.9% | -105.5% | -71.5% |
| 10Y | -0.5% | +145.1% | -145.6% | -44.1% |
| All | +24.7% | +135.4% | -110.7% | -31.4% |
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