+18.4%
BROS vs NWSA
+40.0%
-21.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | -6.1% | -4.8% | -1.3% | -3.3% |
| 30D | -12.4% | +3.0% | -15.3% | -13.9% |
| 3M | -27.9% | +9.3% | -37.2% | -32.6% |
| 6M | -16.8% | +23.2% | -40.0% | -28.4% |
| YTD | -29.0% | +13.3% | -42.4% | -36.0% |
| 1Y | -33.2% | +2.9% | -36.1% | -35.9% |
| 3Y | +56.8% | +43.3% | +13.4% | +18.2% |
| All | +18.4% | +40.0% | -21.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling