+91.7%
BKNG vs NWSA
+39.7%
+51.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -10.7% | -4.8% | -5.9% | -8.1% |
| 30D | -18.1% | +3.0% | -21.1% | -19.4% |
| 3M | +8.5% | +9.3% | -0.8% | +3.0% |
| 6M | -0.1% | +23.2% | -23.2% | -11.5% |
| YTD | -18.2% | +13.3% | -31.6% | -24.1% |
| 1Y | -19.9% | +2.9% | -22.8% | -21.9% |
| 3Y | +41.6% | +43.3% | -1.7% | +13.6% |
| All | +91.7% | +39.7% | +51.9% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling