+29.5%
BND vs NWSA
+123.2%
-93.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -2.6% | +2.8% | +0.2% |
| 30D | -0.4% | +4.6% | -4.9% | -0.4% |
| 3M | -0.2% | +10.2% | -10.4% | -0.3% |
| 6M | -1.2% | +21.6% | -22.8% | -1.3% |
| YTD | -0.3% | +14.6% | -15.0% | -0.4% |
| 1Y | +0.4% | +0.4% | 0.0% | +0.4% |
| 3Y | +13.4% | +45.0% | -31.6% | +13.1% |
| 5Y | -1.5% | +41.3% | -42.8% | -2.0% |
| 10Y | +15.5% | +142.8% | -127.3% | +14.9% |
| All | +29.5% | +123.2% | -93.6% | +29.0% |
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