+513.7%
BAC vs NWSA
+127.4%
+386.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | -0.4% | +4.6% | -5.0% | -2.8% |
| 3M | +16.9% | +13.2% | +3.7% | +8.9% |
| 6M | +26.6% | +27.0% | -0.4% | +10.5% |
| YTD | +15.8% | +16.8% | -1.0% | +4.9% |
| 1Y | +27.2% | +4.5% | +22.7% | +21.7% |
| 3Y | +132.4% | +46.2% | +86.2% | +84.3% |
| 5Y | +72.6% | +40.9% | +31.7% | +35.0% |
| 10Y | +389.7% | +145.1% | +244.6% | +156.9% |
| All | +513.7% | +127.4% | +386.3% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling