+733.8%
BR vs NWSA
+127.4%
+606.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | -5.3% | -1.9% | -3.4% | -4.6% |
| 30D | +6.4% | +4.6% | +1.9% | +4.8% |
| 3M | +13.6% | +13.2% | +0.4% | +8.9% |
| 6M | -6.7% | +27.0% | -33.7% | -14.1% |
| YTD | -21.1% | +16.8% | -37.9% | -25.3% |
| 1Y | -29.6% | +4.5% | -34.1% | -31.0% |
| 3Y | -2.4% | +46.2% | -48.6% | -15.1% |
| 5Y | +11.2% | +40.9% | -29.7% | -4.4% |
| 10Y | +191.8% | +145.1% | +46.7% | +93.7% |
| All | +733.8% | +127.4% | +606.4% | +470.9% |
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