+1,803.2%
BE vs NWSA
+29.1%
+1,774.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.2% |
| 7D | +20.5% | -0.8% | +21.3% | +20.7% |
| 30D | -23.4% | -11.3% | -12.0% | -21.5% |
| 3M | -14.9% | -8.1% | -6.8% | -13.3% |
| 6M | -28.1% | -0.7% | -27.4% | -28.8% |
| YTD | +132.4% | +1.3% | +131.1% | +124.7% |
| 1Y | +59.4% | -1.3% | +60.7% | +57.5% |
| All | +1,803.2% | +29.1% | +1,774.1% | +993.8% |
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