-2.1%
BROS vs NWSA
+28.6%
-30.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +4.8% |
| 7D | +6.3% | +2.2% | +4.1% | +5.0% |
| 30D | -8.3% | -8.8% | +0.4% | -1.6% |
| 3M | -29.8% | -6.5% | -23.3% | -25.9% |
| 6M | -25.8% | +1.5% | -27.3% | -26.6% |
| YTD | -41.4% | +4.0% | -45.4% | -43.5% |
| 1Y | -35.2% | +3.4% | -38.6% | -37.2% |
| 3Y | +32.8% | +34.8% | -2.1% | +5.3% |
| 5Y | -42.2% | +18.4% | -60.5% | -51.6% |
| All | -2.1% | +28.6% | -30.7% | -20.8% |
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