-8.8%
BA vs NWSA
+2.1%
-10.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +2.5% | -2.6% | +5.1% | +2.7% |
| 30D | -10.1% | +4.6% | -14.7% | -10.6% |
| 3M | -2.4% | +10.2% | -12.6% | -3.8% |
| 6M | -8.8% | +21.6% | -30.4% | -11.0% |
| YTD | -2.9% | +14.6% | -17.6% | -4.8% |
| 1Y | -8.8% | +0.4% | -9.1% | -11.7% |
| All | -8.8% | +2.1% | -10.9% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling