-26.4%
BA vs NWSA
+18.8%
-45.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.2% |
| 7D | -1.1% | +2.2% | -3.3% | -2.1% |
| 30D | -7.1% | -8.8% | +1.6% | -3.7% |
| 3M | -25.5% | -6.5% | -19.0% | -23.9% |
| 6M | -28.7% | +1.5% | -30.2% | -30.5% |
| YTD | -21.0% | +4.0% | -25.0% | -24.4% |
| 1Y | -11.9% | +3.4% | -15.3% | -15.5% |
| 3Y | -16.2% | +34.8% | -51.0% | -31.9% |
| All | -26.4% | +18.8% | -45.2% | -34.9% |
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 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