+38.2%
BN vs NWSA
+18.7%
+19.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -2.4% | -12.2% | +9.8% | +4.7% |
| 30D | +13.5% | -8.7% | +22.2% | +19.0% |
| 3M | -5.9% | -6.0% | 0.0% | -3.5% |
| 6M | -8.9% | -0.3% | -8.6% | -10.6% |
| YTD | -7.9% | +3.5% | -11.4% | -12.4% |
| 1Y | -8.3% | +0.8% | -9.0% | -11.2% |
| 3Y | +100.8% | +31.1% | +69.6% | +64.3% |
| 5Y | +38.2% | +18.8% | +19.4% | +14.0% |
| All | +38.2% | +18.7% | +19.5% | +14.0% |
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 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