-50.4%
BIDU vs NWSA
+149.4%
-199.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | -12.8% | +3.0% | -15.9% | -14.0% |
| 3M | -21.3% | +12.3% | -33.6% | -25.6% |
| 6M | -27.0% | +21.9% | -48.8% | -33.4% |
| YTD | -30.0% | +13.6% | -43.6% | -34.6% |
| 1Y | -18.3% | +0.5% | -18.7% | -19.7% |
| 3Y | -33.8% | +43.8% | -77.6% | -45.1% |
| 5Y | -44.3% | +41.2% | -85.5% | -54.2% |
| All | -50.4% | +149.4% | -199.7% | -66.8% |
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 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