+86.7%
BWA vs NWSA
+39.0%
+47.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -0.1% | -4.8% | +4.7% | +1.9% |
| 30D | -5.5% | +3.0% | -8.4% | -6.7% |
| 3M | -7.6% | +9.3% | -16.9% | -11.8% |
| 6M | +25.0% | +23.2% | +1.8% | +12.3% |
| YTD | +47.0% | +13.3% | +33.6% | +36.4% |
| 1Y | +54.0% | +2.9% | +51.1% | +49.7% |
| 3Y | +70.7% | +43.3% | +27.4% | +38.6% |
| 5Y | +86.7% | +40.9% | +45.8% | +46.8% |
| All | +86.7% | +39.0% | +47.6% | +46.8% |
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 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