-0.8%
BB vs NWSA
+148.8%
-149.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -2.1% | -4.8% | +2.7% | +0.7% |
| 30D | -16.0% | +3.0% | -19.0% | -17.6% |
| 3M | -14.5% | +9.3% | -23.8% | -20.2% |
| 6M | +118.6% | +23.2% | +95.4% | +89.3% |
| YTD | +98.9% | +13.3% | +85.6% | +80.4% |
| 1Y | +99.5% | +2.9% | +96.6% | +91.2% |
| 3Y | +65.4% | +43.3% | +22.0% | +30.0% |
| 5Y | -27.6% | +40.9% | -68.5% | -43.3% |
| All | -0.8% | +148.8% | -149.6% | -42.1% |
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