-16.2%
BN vs NWSA
+3.0%
-19.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -5.2% | -2.8% | -2.4% | -4.4% |
| 30D | -14.5% | +3.0% | -17.5% | -15.2% |
| 3M | -15.0% | +12.3% | -27.3% | -18.1% |
| 6M | -5.4% | +21.9% | -27.3% | -11.9% |
| YTD | -16.4% | +13.6% | -30.0% | -19.6% |
| 1Y | -16.2% | +0.5% | -16.7% | -14.9% |
| All | -16.2% | +3.0% | -19.2% | -14.9% |
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 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