+111.3%
BWA vs NWSA
+123.2%
-11.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | +4.3% | -2.6% | +6.9% | +5.6% |
| 30D | -2.9% | +4.6% | -7.5% | -5.1% |
| 3M | -12.4% | +10.2% | -22.6% | -17.4% |
| 6M | +28.6% | +21.6% | +6.9% | +15.0% |
| YTD | +48.2% | +14.6% | +33.6% | +35.3% |
| 1Y | +50.9% | +0.4% | +50.6% | +46.9% |
| 3Y | +72.2% | +45.0% | +27.2% | +37.3% |
| 5Y | +91.1% | +41.3% | +49.8% | +50.2% |
| 10Y | +144.0% | +142.8% | +1.2% | +35.8% |
| All | +111.3% | +123.2% | -11.8% | +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