+81.0%
BSX vs NWSA
+149.4%
-68.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -10.1% | -2.8% | -7.3% | -9.1% |
| 30D | -16.4% | +3.0% | -19.4% | -17.3% |
| 3M | -8.9% | +12.3% | -21.2% | -12.7% |
| 6M | -38.3% | +21.9% | -60.1% | -42.7% |
| YTD | -54.9% | +13.6% | -68.5% | -57.2% |
| 1Y | -58.8% | +0.5% | -59.3% | -59.3% |
| 3Y | -21.2% | +43.8% | -65.0% | -32.5% |
| 5Y | -3.3% | +41.2% | -44.5% | -18.8% |
| All | +81.0% | +149.4% | -68.4% | +16.2% |
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 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