+21.3%
BAC vs NWSA
+17.3%
+4.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | -9.7% | +11.7% | +6.2% |
| 30D | -6.7% | -8.6% | +1.9% | -3.5% |
| 3M | -20.2% | -6.3% | -13.9% | -18.7% |
| 6M | -0.2% | -1.2% | +1.0% | -1.3% |
| YTD | -6.4% | +2.6% | -9.0% | -9.7% |
| 1Y | -3.1% | 0.0% | -3.1% | -5.4% |
| 3Y | +96.7% | +30.1% | +66.7% | +67.8% |
| 5Y | +21.3% | +18.3% | +3.0% | +5.2% |
| All | +21.3% | +17.3% | +4.0% | +5.2% |
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