+25.7%
ABNB vs NWSA
+75.2%
-49.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | -4.0% | -1.9% | -2.1% | -2.8% |
| 30D | +19.3% | +4.6% | +14.7% | +15.4% |
| 3M | +36.1% | +13.2% | +22.8% | +24.4% |
| 6M | +34.2% | +27.0% | +7.2% | +13.4% |
| YTD | +34.1% | +16.8% | +17.2% | +19.4% |
| 1Y | +45.1% | +4.5% | +40.6% | +38.4% |
| 3Y | +37.1% | +46.2% | -9.1% | +3.9% |
| 5Y | +15.2% | +40.9% | -25.8% | -14.1% |
| All | +25.7% | +75.2% | -49.4% | +8.9% |
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