+68.8%
BN vs NWSA
+44.1%
+24.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.0% | -3.1% | +0.1% | -1.1% |
| 30D | -13.0% | +4.3% | -17.3% | -15.3% |
| 3M | -15.2% | +9.2% | -24.5% | -20.4% |
| 6M | -5.9% | +21.6% | -27.5% | -18.5% |
| YTD | -15.8% | +14.2% | -30.0% | -23.9% |
| 1Y | -12.2% | +1.8% | -13.9% | -13.3% |
| All | +68.8% | +44.1% | +24.7% | +24.0% |
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 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