-68.8%
BBWI vs NWSA
+40.1%
-108.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.1% |
| 7D | -4.4% | -3.1% | -1.4% | -2.5% |
| 30D | -7.4% | +4.3% | -11.7% | -9.9% |
| 3M | -2.2% | +9.2% | -11.5% | -8.3% |
| 6M | -16.3% | +21.6% | -37.9% | -27.1% |
| YTD | -9.1% | +14.2% | -23.4% | -18.1% |
| 1Y | -34.5% | +1.8% | -36.3% | -36.5% |
| 3Y | -47.0% | +44.4% | -91.4% | -60.6% |
| 5Y | -68.8% | +41.0% | -109.8% | -78.0% |
| All | -68.8% | +40.1% | -108.9% | -78.0% |
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 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