+395.0%
BAC vs NWSA
+99.5%
+295.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | +2.0% | -10.5% | +12.5% | +7.4% |
| 30D | -6.9% | -8.8% | +1.8% | -3.1% |
| 3M | -19.6% | -6.5% | -13.0% | -17.6% |
| 6M | -0.5% | -1.3% | +0.9% | -1.6% |
| YTD | -6.6% | +2.5% | -9.1% | -10.3% |
| 1Y | -3.0% | +0.2% | -3.1% | -5.7% |
| 3Y | +97.3% | +27.6% | +69.7% | +66.6% |
| 5Y | +21.9% | +17.0% | +4.9% | +4.4% |
| 10Y | +251.7% | +148.3% | +103.3% | +83.7% |
| All | +395.0% | +99.5% | +295.5% | +178.0% |
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