+911.5%
BE vs NWSA
+120.9%
+790.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.5% |
| 7D | +20.0% | -1.9% | +21.8% | +21.4% |
| 30D | +7.9% | +4.6% | +3.3% | +4.6% |
| 3M | -13.2% | +13.2% | -26.4% | -22.6% |
| 6M | +53.5% | +27.0% | +26.5% | +24.4% |
| YTD | +191.0% | +16.8% | +174.2% | +146.6% |
| 1Y | +360.5% | +4.5% | +356.0% | +319.1% |
| 3Y | +1,568.0% | +46.2% | +1,521.8% | +1,087.7% |
| 5Y | +1,055.2% | +40.9% | +1,014.3% | +745.5% |
| All | +911.5% | +120.9% | +790.5% | +348.0% |
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