+117.9%
BTSG vs NWSA
+18.2%
+99.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.3% |
| 7D | +17.4% | +4.3% | +13.1% | +17.0% |
| 30D | +12.6% | +5.6% | +7.0% | +12.0% |
| 3M | +11.2% | +7.3% | +3.9% | +10.4% |
| 6M | +30.4% | +18.8% | +11.5% | +26.8% |
| YTD | +86.4% | +17.9% | +68.5% | +83.6% |
| 1Y | +117.9% | +19.3% | +98.6% | +113.0% |
| All | +117.9% | +18.2% | +99.7% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling