+238.4%
BRKR vs NWSA
+121.1%
+117.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.7% | -2.8% | -5.9% | -7.6% |
| 30D | -9.9% | +3.0% | -12.9% | -11.0% |
| 3M | -3.1% | +12.3% | -15.4% | -8.3% |
| 6M | +45.5% | +21.9% | +23.6% | +32.7% |
| YTD | +13.7% | +13.6% | +0.1% | +6.4% |
| 1Y | +67.4% | +0.5% | +66.9% | +64.0% |
| 3Y | -13.2% | +43.8% | -57.0% | -26.6% |
| 5Y | -39.5% | +41.2% | -80.6% | -49.7% |
| 10Y | +153.5% | +148.6% | +4.9% | +55.3% |
| All | +238.4% | +121.1% | +117.4% | +113.7% |
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