+367.0%
BRO vs NWSA
+121.1%
+245.9%
-55.8%
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 | -7.3% | -2.8% | -4.5% | -6.5% |
| 30D | -6.9% | +3.0% | -9.9% | -7.7% |
| 3M | +10.7% | +12.3% | -1.7% | +6.7% |
| 6M | -2.7% | +21.9% | -24.6% | -8.6% |
| YTD | -16.3% | +13.6% | -29.9% | -19.9% |
| 1Y | -29.1% | +0.5% | -29.6% | -29.6% |
| 3Y | -7.8% | +43.8% | -51.6% | -19.3% |
| 5Y | +18.7% | +41.2% | -22.4% | +2.2% |
| 10Y | +291.9% | +148.6% | +143.3% | +161.6% |
| All | +367.0% | +121.1% | +245.9% | +217.4% |
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 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