-16.1%
BA vs NWSA
+29.1%
-45.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -8.0% | -11.3% | +3.3% | -4.5% |
| 3M | -25.8% | -8.1% | -17.7% | -24.1% |
| 6M | -27.6% | -0.7% | -26.9% | -28.5% |
| YTD | -21.0% | +1.3% | -22.3% | -22.9% |
| 1Y | -12.3% | -1.3% | -10.9% | -13.3% |
| All | -16.1% | +29.1% | -45.3% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling