-4.7%
BN vs NWSA
+18.2%
-23.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.3% | +5.0% |
| 7D | +12.0% | +4.3% | +7.7% | +10.8% |
| 30D | +17.0% | +5.6% | +11.5% | +15.4% |
| 3M | -3.2% | +7.3% | -10.5% | -5.0% |
| 6M | -3.9% | +18.8% | -22.7% | -8.5% |
| YTD | -5.6% | +17.9% | -23.5% | -9.3% |
| 1Y | -4.7% | +19.3% | -24.1% | -9.0% |
| All | -4.7% | +18.2% | -23.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling