+258.5%
BN vs NWSA
+149.4%
+109.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -5.2% | -2.8% | -2.4% | -3.7% |
| 30D | -14.5% | +3.0% | -17.5% | -15.9% |
| 3M | -15.0% | +12.3% | -27.3% | -20.7% |
| 6M | -5.4% | +21.9% | -27.3% | -16.0% |
| YTD | -16.4% | +13.6% | -30.0% | -23.2% |
| 1Y | -16.2% | +0.5% | -16.7% | -17.8% |
| 3Y | +67.5% | +43.8% | +23.8% | +35.8% |
| 5Y | +34.1% | +41.2% | -7.0% | +7.0% |
| All | +258.5% | +149.4% | +109.1% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling