+201.7%
BAH vs NWSA
+148.8%
+52.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +2.4% | -4.8% | +7.2% | +3.5% |
| 30D | -2.9% | +3.0% | -5.9% | -3.6% |
| 3M | -1.3% | +9.3% | -10.6% | -3.3% |
| 6M | -0.9% | +23.2% | -24.1% | -5.4% |
| YTD | -8.2% | +13.3% | -21.6% | -10.9% |
| 1Y | -24.0% | +2.9% | -26.9% | -24.9% |
| 3Y | -28.1% | +43.3% | -71.4% | -34.1% |
| 5Y | +2.5% | +40.9% | -38.4% | -7.7% |
| All | +201.7% | +148.8% | +52.8% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling