+73.1%
BAC vs NWSA
+39.6%
+33.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +0.6% | -3.4% | +4.0% | +2.1% |
| 30D | -1.4% | +3.9% | -5.3% | -3.1% |
| 3M | +15.7% | +8.9% | +6.9% | +10.8% |
| 6M | +32.2% | +21.2% | +11.0% | +19.9% |
| YTD | +15.8% | +13.8% | +1.9% | +7.6% |
| 1Y | +27.3% | +1.4% | +25.9% | +24.9% |
| 3Y | +137.5% | +44.0% | +93.5% | +95.1% |
| 5Y | +73.1% | +40.5% | +32.6% | +37.6% |
| All | +73.1% | +39.6% | +33.5% | +37.6% |
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