+99.5%
BB vs NWSA
+1.3%
+98.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -2.1% | -4.8% | +2.7% | -1.5% |
| 30D | -16.0% | +3.0% | -19.0% | -16.3% |
| 3M | -14.5% | +9.3% | -23.8% | -16.0% |
| 6M | +118.6% | +23.2% | +95.4% | +103.8% |
| YTD | +98.9% | +13.3% | +85.6% | +92.0% |
| 1Y | +99.5% | +2.9% | +96.6% | +107.8% |
| All | +99.5% | +1.3% | +98.1% | +107.8% |
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