+475.9%
BN vs NWSA
+102.5%
+373.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.9% |
| 7D | -1.0% | +2.2% | -3.2% | -2.1% |
| 30D | +14.0% | -8.8% | +22.7% | +18.7% |
| 3M | -9.0% | -6.5% | -2.5% | -6.6% |
| 6M | -8.8% | +1.5% | -10.3% | -10.9% |
| YTD | -10.3% | +4.0% | -14.3% | -13.9% |
| 1Y | -5.8% | +3.4% | -9.2% | -9.4% |
| 3Y | +94.8% | +34.8% | +59.9% | +65.0% |
| 5Y | +31.5% | +18.4% | +13.1% | +15.9% |
| 10Y | +291.9% | +149.2% | +142.7% | +131.6% |
| All | +475.9% | +102.5% | +373.4% | +258.0% |
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 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