+191.4%
BDX vs NWSA
+123.2%
+68.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.6% |
| 7D | -4.3% | -2.6% | -1.6% | -3.7% |
| 30D | +1.3% | +4.6% | -3.3% | +0.3% |
| 3M | +20.2% | +10.2% | +10.1% | +17.6% |
| 6M | +8.6% | +21.6% | -13.0% | +3.9% |
| YTD | +19.0% | +14.6% | +4.3% | +15.0% |
| 1Y | +21.2% | +0.4% | +20.8% | +20.4% |
| 3Y | -9.7% | +45.0% | -54.7% | -17.7% |
| 5Y | -3.4% | +41.3% | -44.7% | -13.4% |
| 10Y | +53.9% | +142.8% | -88.9% | +14.1% |
| All | +191.4% | +123.2% | +68.3% | +119.2% |
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