+66.9%
BROS vs NWSA
+44.1%
+22.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -6.6% | -3.1% | -3.5% | -5.2% |
| 30D | -12.3% | +4.3% | -16.6% | -14.1% |
| 3M | -22.2% | +9.2% | -31.4% | -26.3% |
| 6M | -14.3% | +21.6% | -35.9% | -24.2% |
| YTD | -26.6% | +14.2% | -40.8% | -32.8% |
| 1Y | -31.5% | +1.8% | -33.3% | -32.6% |
| All | +66.9% | +44.1% | +22.8% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling