-3.8%
BAH vs NWSA
+40.6%
-44.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.6% |
| 7D | -4.3% | -2.6% | -1.7% | -3.8% |
| 30D | -4.5% | +4.6% | -9.0% | -5.3% |
| 3M | -7.6% | +10.2% | -17.8% | -9.5% |
| 6M | -10.6% | +21.6% | -32.2% | -14.1% |
| YTD | -12.6% | +14.6% | -27.2% | -15.1% |
| 1Y | -27.0% | +0.4% | -27.3% | -27.7% |
| 3Y | -31.5% | +45.0% | -76.5% | -36.4% |
| 5Y | -3.8% | +41.3% | -45.1% | -11.9% |
| All | -3.8% | +40.6% | -44.5% | -11.9% |
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