+391.9%
BAC vs NWSA
+148.8%
+243.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +2.3% |
| 30D | -1.8% | +3.0% | -4.7% | -3.4% |
| 3M | +15.3% | +9.3% | +6.0% | +9.2% |
| 6M | +30.2% | +23.2% | +7.0% | +15.1% |
| YTD | +15.6% | +13.3% | +2.2% | +6.2% |
| 1Y | +27.5% | +2.9% | +24.6% | +22.9% |
| 3Y | +137.0% | +43.3% | +93.7% | +88.5% |
| 5Y | +75.6% | +40.9% | +34.7% | +36.0% |
| All | +391.9% | +148.8% | +243.0% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling