-33.8%
BIDU vs NWSA
+43.3%
-77.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -8.1% | -2.8% | -5.3% | -7.3% |
| 30D | -12.8% | +3.0% | -15.9% | -13.7% |
| 3M | -21.3% | +12.3% | -33.6% | -24.8% |
| 6M | -27.0% | +21.9% | -48.8% | -32.3% |
| YTD | -30.0% | +13.6% | -43.6% | -33.5% |
| 1Y | -18.3% | +0.5% | -18.7% | -18.3% |
| 3Y | -33.8% | +43.8% | -77.6% | -45.6% |
| All | -33.8% | +43.3% | -77.1% | -45.6% |
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 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