+51.8%
BEN vs NWSA
+148.8%
-97.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +3.0% |
| 30D | +0.9% | +3.0% | -2.1% | -0.9% |
| 3M | +9.2% | +9.3% | -0.1% | +2.9% |
| 6M | +36.8% | +23.2% | +13.6% | +20.0% |
| YTD | +44.4% | +13.3% | +31.1% | +32.2% |
| 1Y | +45.8% | +2.9% | +42.9% | +40.4% |
| 3Y | +52.5% | +43.3% | +9.2% | +20.0% |
| 5Y | +37.7% | +40.9% | -3.2% | +6.9% |
| All | +51.8% | +148.8% | -97.0% | -18.6% |
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