-66.9%
BAX vs NWSA
+40.6%
-107.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.6% |
| 30D | -9.7% | +4.6% | -14.3% | -11.0% |
| 3M | +29.3% | +10.2% | +19.1% | +25.1% |
| 6M | +40.7% | +21.6% | +19.0% | +32.0% |
| YTD | +30.3% | +14.6% | +15.6% | +24.1% |
| 1Y | +3.4% | +0.4% | +3.0% | +2.0% |
| 3Y | -32.0% | +45.0% | -77.0% | -39.8% |
| 5Y | -66.9% | +41.3% | -108.1% | -71.7% |
| All | -66.9% | +40.6% | -107.5% | -71.7% |
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 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