+22.2%
BBY vs NWSA
+3.0%
+19.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | +9.4% | +3.0% | +6.4% | +8.9% |
| 3M | +19.3% | +12.3% | +7.0% | +17.0% |
| 6M | +47.9% | +21.9% | +26.1% | +42.6% |
| YTD | +39.6% | +13.6% | +26.0% | +36.8% |
| 1Y | +22.2% | +0.5% | +21.7% | +16.9% |
| All | +22.2% | +3.0% | +19.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling