+187.0%
BR vs NWSA
+149.4%
+37.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.0% | -2.8% | -0.2% | -2.0% |
| 30D | -0.3% | +3.0% | -3.3% | -1.3% |
| 3M | +17.3% | +12.3% | +5.0% | +12.6% |
| 6M | -6.7% | +21.9% | -28.6% | -13.0% |
| YTD | -23.4% | +13.6% | -37.0% | -26.9% |
| 1Y | -32.7% | +0.5% | -33.2% | -33.1% |
| 3Y | -5.9% | +43.8% | -49.7% | -17.9% |
| 5Y | +8.4% | +41.2% | -32.7% | -7.1% |
| All | +187.0% | +149.4% | +37.7% | +95.3% |
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