+14.1%
BIL vs NWSA
+44.8%
-30.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.3% | +4.6% | -4.3% | +0.3% |
| 3M | +0.9% | +10.2% | -9.3% | +0.9% |
| 6M | +1.8% | +21.6% | -19.8% | +1.8% |
| YTD | +2.5% | +14.6% | -12.2% | +2.5% |
| 1Y | +3.7% | +0.4% | +3.3% | +3.7% |
| 3Y | +14.1% | +45.0% | -30.9% | +14.1% |
| All | +14.1% | +44.8% | -30.7% | +14.1% |
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