-27.8%
BB vs NWSA
+40.1%
-67.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.3% |
| 7D | +1.8% | -3.1% | +4.9% | +3.9% |
| 30D | -12.2% | +4.3% | -16.5% | -14.8% |
| 3M | -12.3% | +9.2% | -21.6% | -19.1% |
| 6M | +122.7% | +21.6% | +101.1% | +89.3% |
| YTD | +104.5% | +14.2% | +90.3% | +81.0% |
| 1Y | +106.7% | +1.8% | +104.9% | +99.0% |
| 3Y | +70.0% | +44.4% | +25.5% | +24.3% |
| 5Y | -27.8% | +41.0% | -68.7% | -49.8% |
| All | -27.8% | +40.1% | -67.8% | -49.8% |
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 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