-47.7%
BBWI vs NWSA
+148.1%
-195.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | -0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -1.2% |
| 30D | +12.9% | -8.8% | +21.6% | +19.4% |
| 3M | +16.0% | -6.5% | +22.5% | +20.3% |
| 6M | +16.6% | +1.5% | +15.1% | +13.5% |
| YTD | +9.7% | +4.0% | +5.7% | +4.3% |
| 1Y | +1.5% | +3.4% | -1.9% | -3.4% |
| 3Y | -21.4% | +34.8% | -56.2% | -38.5% |
| 5Y | -67.6% | +18.4% | -85.9% | -73.0% |
| All | -47.7% | +148.1% | -195.8% | -75.0% |
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