+33.2%
BN vs NWSA
+40.1%
-6.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.3% |
| 6M | -5.9% | +21.6% | -27.5% | -17.7% |
| YTD | -15.8% | +14.2% | -30.0% | -23.7% |
| 1Y | -12.2% | +1.8% | -13.9% | -14.4% |
| 3Y | +72.2% | +44.4% | +27.8% | +34.6% |
| 5Y | +33.2% | +41.0% | -7.8% | -0.9% |
| All | +33.2% | +40.1% | -6.9% | -0.9% |
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