-45.7%
BB vs NWSA
+127.4%
-173.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | -5.6% | -1.9% | -3.8% | -4.7% |
| 30D | -11.8% | +4.6% | -16.4% | -14.1% |
| 3M | -25.5% | +13.2% | -38.8% | -31.5% |
| 6M | +121.3% | +27.0% | +94.3% | +90.4% |
| YTD | +103.2% | +16.8% | +86.3% | +82.5% |
| 1Y | +102.6% | +4.5% | +98.1% | +93.3% |
| 3Y | +37.5% | +46.2% | -8.7% | +9.2% |
| 5Y | -30.4% | +40.9% | -71.4% | -44.3% |
| 10Y | 0.0% | +145.1% | -145.1% | -41.5% |
| All | -45.7% | +127.4% | -173.1% | -67.9% |
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 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