-58.9%
BBWI vs NWSA
+148.8%
-207.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -8.0% | -4.8% | -3.3% | -5.1% |
| 30D | -6.6% | +3.0% | -9.6% | -8.4% |
| 3M | -2.7% | +9.3% | -12.0% | -8.8% |
| 6M | -12.8% | +23.2% | -36.0% | -24.6% |
| YTD | -10.5% | +13.3% | -23.8% | -18.8% |
| 1Y | -35.3% | +2.9% | -38.2% | -38.0% |
| 3Y | -47.7% | +43.3% | -91.1% | -60.2% |
| 5Y | -68.9% | +40.9% | -109.8% | -76.6% |
| All | -58.9% | +148.8% | -207.7% | -80.7% |
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