+45.0%
BRKR vs NWSA
+3.5%
+41.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -13.4% | +4.4% | -5.9% |
| 7D | -6.4% | -10.1% | +3.7% | -3.5% |
| 30D | -4.0% | -7.3% | +3.2% | -1.5% |
| 3M | +10.7% | -8.6% | +19.3% | +13.7% |
| 6M | +53.0% | +4.4% | +48.6% | +50.6% |
| YTD | +23.6% | +2.1% | +21.5% | +22.7% |
| 1Y | +45.0% | +4.1% | +41.0% | +42.4% |
| All | +45.0% | +3.5% | +41.5% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling