+934.0%
BE vs NWSA
+114.3%
+819.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | +9.7% | -4.8% | +14.5% | +12.9% |
| 30D | +22.4% | +3.0% | +19.4% | +19.6% |
| 3M | +10.4% | +9.3% | +1.1% | +0.6% |
| 6M | +67.9% | +23.2% | +44.7% | +39.0% |
| YTD | +197.5% | +13.3% | +184.2% | +156.7% |
| 1Y | +310.6% | +2.9% | +307.7% | +277.6% |
| 3Y | +1,657.2% | +43.3% | +1,613.9% | +1,164.6% |
| 5Y | +1,218.2% | +40.9% | +1,177.3% | +864.7% |
| All | +934.0% | +114.3% | +819.6% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling