+25.1%
BROS vs NWSA
+41.7%
-16.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.6% |
| 30D | -13.5% | +4.6% | -18.0% | -15.8% |
| 3M | -18.4% | +10.2% | -28.6% | -24.1% |
| 6M | -10.6% | +21.6% | -32.2% | -22.4% |
| YTD | -25.1% | +14.6% | -39.7% | -32.8% |
| 1Y | -28.6% | +0.4% | -29.0% | -30.3% |
| 3Y | +65.6% | +45.0% | +20.6% | +24.0% |
| All | +25.1% | +41.7% | -16.6% | -5.8% |
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