+29.1%
ABNB vs NWSA
+56.0%
-26.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +1.4% |
| 7D | -1.7% | +2.2% | -3.9% | -3.1% |
| 30D | +11.8% | -8.8% | +20.6% | +17.7% |
| 3M | +0.9% | -6.5% | +7.4% | +4.6% |
| 6M | +40.5% | +1.5% | +39.0% | +36.6% |
| YTD | +37.6% | +4.0% | +33.6% | +31.2% |
| 1Y | +54.1% | +3.4% | +50.7% | +47.5% |
| 3Y | +56.8% | +34.8% | +21.9% | +24.4% |
| 5Y | -9.6% | +18.4% | -27.9% | -27.4% |
| All | +29.1% | +56.0% | -26.9% | +19.6% |
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 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