-2.8%
BSX vs NWSA
+40.0%
-42.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -2.8% | -7.3% | -9.3% |
| 30D | -16.4% | +3.0% | -19.4% | -17.2% |
| 3M | -8.9% | +12.3% | -21.2% | -12.2% |
| 6M | -38.3% | +21.9% | -60.1% | -42.1% |
| YTD | -54.9% | +13.6% | -68.5% | -56.9% |
| 1Y | -58.8% | +0.5% | -59.3% | -59.2% |
| 3Y | -21.2% | +43.8% | -65.0% | -30.9% |
| All | -2.8% | +40.0% | -42.8% | -16.4% |
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