-38.3%
BAX vs NWSA
+148.8%
-187.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -5.4% | -4.8% | -0.7% | -4.1% |
| 30D | -12.4% | +3.0% | -15.4% | -13.1% |
| 3M | +19.1% | +9.3% | +9.8% | +16.0% |
| 6M | +38.6% | +23.2% | +15.4% | +30.6% |
| YTD | +26.7% | +13.3% | +13.4% | +21.9% |
| 1Y | +1.0% | +2.9% | -1.9% | -0.5% |
| 3Y | -33.9% | +43.3% | -77.2% | -40.7% |
| 5Y | -67.0% | +40.9% | -107.9% | -71.0% |
| All | -38.3% | +148.8% | -187.2% | -54.3% |
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