-25.3%
BBWI vs NWSA
+127.4%
-152.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.7% | +3.9% |
| 7D | +1.5% | -1.9% | +3.4% | +2.6% |
| 30D | -5.2% | +4.6% | -9.8% | -7.8% |
| 3M | +11.1% | +13.2% | -2.1% | +2.8% |
| 6M | -13.4% | +27.0% | -40.4% | -25.2% |
| YTD | +0.1% | +16.8% | -16.7% | -9.8% |
| 1Y | -36.1% | +4.5% | -40.6% | -39.1% |
| 3Y | -44.1% | +46.2% | -90.3% | -56.3% |
| 5Y | -66.2% | +40.9% | -107.2% | -73.6% |
| 10Y | -54.8% | +145.1% | -199.9% | -75.3% |
| All | -25.3% | +127.4% | -152.7% | -58.2% |
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