+491.2%
BN vs NWSA
+101.5%
+389.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -2.4% | -12.2% | +9.8% | +3.6% |
| 30D | +13.5% | -8.7% | +22.2% | +18.3% |
| 3M | -5.9% | -6.0% | 0.0% | -3.7% |
| 6M | -8.9% | -0.3% | -8.6% | -10.1% |
| YTD | -7.9% | +3.5% | -11.4% | -11.3% |
| 1Y | -8.3% | +0.8% | -9.0% | -10.5% |
| 3Y | +100.8% | +31.1% | +69.6% | +72.5% |
| 5Y | +38.2% | +18.8% | +19.4% | +21.8% |
| 10Y | +302.3% | +147.9% | +154.5% | +138.5% |
| All | +491.2% | +101.5% | +389.8% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling