+465.6%
BN vs NWSA
+127.4%
+338.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | -2.5% | -1.9% | -0.6% | -1.5% |
| 30D | -9.5% | +4.6% | -14.1% | -11.7% |
| 3M | -10.4% | +13.2% | -23.6% | -16.4% |
| 6M | -6.4% | +27.0% | -33.4% | -17.9% |
| YTD | -11.9% | +16.8% | -28.7% | -19.6% |
| 1Y | -8.6% | +4.5% | -13.1% | -12.0% |
| 3Y | +77.6% | +46.2% | +31.3% | +45.4% |
| 5Y | +37.0% | +40.9% | -3.9% | +11.7% |
| 10Y | +266.4% | +145.1% | +121.3% | +114.8% |
| All | +465.6% | +127.4% | +338.2% | +234.1% |
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