-16.8%
BBWI vs NWSA
+101.5%
-118.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -7.7% | -12.2% | +4.5% | -1.0% |
| 30D | +24.8% | -8.7% | +33.4% | +31.1% |
| 3M | +16.2% | -6.0% | +22.2% | +19.8% |
| 6M | +15.8% | -0.3% | +16.2% | +14.4% |
| YTD | +11.4% | +3.5% | +7.9% | +7.1% |
| 1Y | +3.2% | +0.8% | +2.4% | +0.6% |
| 3Y | -23.5% | +31.1% | -54.6% | -36.7% |
| 5Y | -67.4% | +18.8% | -86.2% | -72.0% |
| 10Y | -46.0% | +147.9% | -193.9% | -69.7% |
| All | -16.8% | +101.5% | -118.3% | -50.4% |
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