-2.7%
BIDU vs NWSA
+122.3%
-125.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -3.1% | +0.6% | -1.2% |
| 30D | -16.0% | +4.3% | -20.2% | -17.6% |
| 3M | -24.0% | +9.2% | -33.2% | -27.4% |
| 6M | -24.9% | +21.6% | -46.4% | -31.5% |
| YTD | -29.6% | +14.2% | -43.8% | -34.4% |
| 1Y | -15.2% | +1.8% | -16.9% | -17.2% |
| 3Y | -32.2% | +44.4% | -76.6% | -43.9% |
| 5Y | -43.8% | +41.0% | -84.7% | -53.7% |
| 10Y | -49.5% | +150.0% | -199.5% | -68.6% |
| All | -2.7% | +122.3% | -125.0% | -36.5% |
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