+87.6%
BB vs NWSA
+18.2%
+69.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.2% | +6.6% |
| 7D | -6.8% | +4.3% | -11.1% | -7.2% |
| 30D | -3.5% | +5.6% | -9.1% | -4.1% |
| 3M | -1.2% | +7.3% | -8.5% | -1.9% |
| 6M | +57.0% | +18.8% | +38.1% | +51.5% |
| YTD | +131.1% | +17.9% | +113.3% | +123.8% |
| 1Y | +87.6% | +19.3% | +68.2% | +80.9% |
| All | +87.6% | +18.2% | +69.3% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling