-14.4%
BAX vs NWSA
+127.4%
-141.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | -5.5% | +4.6% | -10.0% | -6.7% |
| 3M | +33.5% | +13.2% | +20.3% | +28.8% |
| 6M | +35.9% | +27.0% | +8.9% | +26.9% |
| YTD | +35.4% | +16.8% | +18.5% | +29.2% |
| 1Y | +9.8% | +4.5% | +5.2% | +7.6% |
| 3Y | -32.7% | +46.2% | -79.0% | -40.0% |
| 5Y | -65.6% | +40.9% | -106.5% | -69.7% |
| 10Y | -34.9% | +145.1% | -180.0% | -53.8% |
| All | -14.4% | +127.4% | -141.8% | -39.0% |
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