+1,683.3%
BE vs NWSA
+43.6%
+1,639.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | +23.9% | -3.4% | +27.3% | +24.9% |
| 30D | +27.8% | +3.9% | +23.9% | +26.4% |
| 3M | +3.7% | +8.9% | -5.1% | +0.1% |
| 6M | +78.0% | +21.2% | +56.8% | +59.9% |
| YTD | +209.9% | +13.8% | +196.1% | +185.6% |
| 1Y | +389.6% | +1.4% | +388.2% | +393.6% |
| All | +1,683.3% | +43.6% | +1,639.7% | +949.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling