+19.7%
BROS vs NWSA
+40.3%
-20.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -5.8% | -2.8% | -3.0% | -4.1% |
| 30D | -14.0% | +3.0% | -17.0% | -15.5% |
| 3M | -32.5% | +12.3% | -44.8% | -37.8% |
| 6M | -14.9% | +21.9% | -36.8% | -26.2% |
| YTD | -28.3% | +13.6% | -41.9% | -35.4% |
| 1Y | -34.0% | +0.5% | -34.5% | -35.6% |
| 3Y | +63.0% | +43.8% | +19.2% | +22.7% |
| All | +19.7% | +40.3% | -20.6% | -9.4% |
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 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