+1,022.8%
NBIS vs NWSA
+13.7%
+1,009.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.8% |
| 30D | -13.4% | +3.0% | -16.4% | -13.5% |
| 3M | +1.0% | +12.3% | -11.3% | -1.4% |
| 6M | +100.5% | +21.9% | +78.6% | +87.9% |
| YTD | +168.3% | +13.6% | +154.7% | +159.5% |
| 1Y | +151.8% | +0.5% | +151.3% | +167.6% |
| All | +1,022.8% | +13.7% | +1,009.0% | +836.8% |
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