+153.2%
NBIS vs NWSA
+22.5%
+130.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.9% |
| 7D | +17.8% | -3.1% | +20.8% | +14.0% |
| 30D | +30.5% | +4.3% | +26.3% | +37.4% |
| 3M | +9.2% | +9.2% | 0.0% | +29.7% |
| 6M | +153.2% | +21.6% | +131.6% | +174.3% |
| All | +153.2% | +22.5% | +130.6% | +174.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling