+214.5%
BAC vs NWSA
+141.7%
+72.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | -6.4% | -11.3% | +4.9% | -1.0% |
| 3M | -21.7% | -8.1% | -13.6% | -19.0% |
| 6M | +0.5% | -0.7% | +1.2% | -1.1% |
| YTD | -6.7% | +1.3% | -8.0% | -10.0% |
| 1Y | -4.7% | -1.3% | -3.4% | -6.8% |
| 3Y | +96.1% | +28.4% | +67.7% | +63.5% |
| 5Y | +21.7% | +15.3% | +6.4% | +4.4% |
| All | +214.5% | +141.7% | +72.8% | +60.8% |
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 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