+136.4%
BAC vs NWSA
+44.8%
+91.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +1.2% | -2.6% | +3.8% | +2.2% |
| 30D | -0.7% | +4.6% | -5.3% | -2.6% |
| 3M | +16.9% | +10.2% | +6.7% | +11.7% |
| 6M | +29.6% | +21.6% | +8.0% | +17.7% |
| YTD | +15.3% | +14.6% | +0.6% | +7.3% |
| 1Y | +28.8% | +0.4% | +28.5% | +29.1% |
| 3Y | +136.4% | +45.0% | +91.4% | +89.1% |
| All | +136.4% | +44.8% | +91.6% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling