+144.9%
BA vs NWSA
+127.4%
+17.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | +1.2% | -1.9% | +3.0% | +2.2% |
| 30D | -11.6% | +4.6% | -16.2% | -14.0% |
| 3M | -2.4% | +13.2% | -15.6% | -9.5% |
| 6M | -6.6% | +27.0% | -33.6% | -18.9% |
| YTD | -2.2% | +16.8% | -19.1% | -11.8% |
| 1Y | -8.0% | +4.5% | -12.5% | -12.3% |
| 3Y | -5.0% | +46.2% | -51.2% | -26.4% |
| 5Y | -2.7% | +40.9% | -43.6% | -25.1% |
| 10Y | +75.9% | +145.1% | -69.2% | -7.8% |
| All | +144.9% | +127.4% | +17.4% | +30.8% |
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