-0.9%
BA vs NWSA
+40.7%
-41.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | +1.2% | -1.9% | +3.0% | +2.1% |
| 30D | -11.6% | +4.6% | -16.2% | -13.7% |
| 3M | -2.4% | +13.2% | -15.6% | -8.7% |
| 6M | -6.6% | +27.0% | -33.6% | -17.7% |
| YTD | -2.2% | +16.8% | -19.1% | -10.7% |
| 1Y | -8.0% | +4.5% | -12.5% | -11.4% |
| 3Y | -5.0% | +46.2% | -51.2% | -25.2% |
| All | -0.9% | +40.7% | -41.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling