+126.9%
BP vs NWSA
+101.5%
+25.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -0.8% | -12.2% | +11.4% | +3.4% |
| 30D | -3.1% | -8.7% | +5.5% | -0.6% |
| 3M | +6.2% | -6.0% | +12.1% | +7.5% |
| 6M | +4.8% | -0.3% | +5.1% | +3.3% |
| YTD | +35.2% | +3.5% | +31.7% | +30.4% |
| 1Y | +27.4% | +0.8% | +26.7% | +24.0% |
| 3Y | +49.8% | +31.1% | +18.6% | +29.2% |
| 5Y | +109.4% | +18.8% | +90.6% | +81.8% |
| 10Y | +135.7% | +147.9% | -12.2% | +37.9% |
| All | +126.9% | +101.5% | +25.5% | +42.2% |
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