+529.6%
BAH vs NWSA
+127.4%
+402.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -3.2% | -1.9% | -1.4% | -2.8% |
| 30D | +2.0% | +4.6% | -2.6% | +0.9% |
| 3M | -7.6% | +13.2% | -20.9% | -10.3% |
| 6M | -5.7% | +27.0% | -32.7% | -10.7% |
| YTD | -11.7% | +16.8% | -28.6% | -15.0% |
| 1Y | -27.4% | +4.5% | -31.9% | -28.5% |
| 3Y | -32.5% | +46.2% | -78.8% | -38.8% |
| 5Y | -3.3% | +40.9% | -44.3% | -13.5% |
| 10Y | +186.0% | +145.1% | +40.9% | +109.3% |
| All | +529.6% | +127.4% | +402.2% | +367.1% |
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