+140.1%
BP vs NWSA
+141.7%
-1.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -5.6% | -11.3% | +5.8% | -2.4% |
| 3M | +8.0% | -8.1% | +16.1% | +10.1% |
| 6M | +5.7% | -0.7% | +6.3% | +4.3% |
| YTD | +36.8% | +1.3% | +35.5% | +33.1% |
| 1Y | +30.7% | -1.3% | +32.0% | +28.3% |
| 3Y | +51.6% | +28.4% | +23.2% | +32.3% |
| 5Y | +112.2% | +15.3% | +96.9% | +87.3% |
| All | +140.1% | +141.7% | -1.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling