+651.4%
BAH vs NWSA
+101.5%
+550.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | -12.2% | +10.6% | +1.0% |
| 30D | +18.0% | -8.7% | +26.7% | +20.0% |
| 3M | +11.4% | -6.0% | +17.4% | +12.5% |
| 6M | +17.7% | -0.3% | +18.0% | +17.2% |
| YTD | +5.4% | +3.5% | +1.9% | +3.9% |
| 1Y | +2.8% | +0.8% | +2.0% | +1.9% |
| 3Y | -26.7% | +31.1% | -57.8% | -32.0% |
| 5Y | +8.1% | +18.8% | -10.7% | +0.4% |
| 10Y | +202.5% | +147.9% | +54.7% | +119.6% |
| All | +651.4% | +101.5% | +550.0% | +470.7% |
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 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