+707.7%
BE vs NWSA
+91.6%
+616.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.3% |
| 7D | +20.5% | -0.8% | +21.3% | +21.3% |
| 30D | -23.4% | -11.3% | -12.0% | -17.4% |
| 3M | -14.9% | -8.1% | -6.8% | -11.4% |
| 6M | -28.1% | -0.7% | -27.4% | -31.2% |
| YTD | +132.4% | +1.3% | +131.1% | +113.4% |
| 1Y | +59.4% | -1.3% | +60.7% | +49.4% |
| 3Y | +1,815.8% | +28.4% | +1,787.4% | +1,356.3% |
| 5Y | +491.3% | +15.3% | +476.0% | +386.0% |
| All | +707.7% | +91.6% | +616.1% | +287.7% |
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