+18.5%
BOXX vs NWSA
+66.8%
-48.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.1% |
| 30D | +0.3% | +3.0% | -2.7% | +0.3% |
| 3M | +1.0% | +12.3% | -11.3% | +1.0% |
| 6M | +1.9% | +21.9% | -19.9% | +1.9% |
| YTD | +2.7% | +13.6% | -10.9% | +2.7% |
| 1Y | +4.0% | +0.5% | +3.6% | +4.0% |
| 3Y | +14.7% | +43.8% | -29.1% | +14.6% |
| All | +18.5% | +66.8% | -48.3% | +18.4% |
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