+20.3%
NWSA vs BBAI
-70.8%
+91.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -1.9% | -4.3% | +2.4% | -1.8% |
| 30D | +4.6% | -3.6% | +8.2% | +4.6% |
| 3M | +13.2% | -38.8% | +52.0% | +14.0% |
| 6M | +27.0% | -23.8% | +50.8% | +27.3% |
| YTD | +16.8% | -45.9% | +62.8% | +17.6% |
| 1Y | +4.5% | -40.8% | +45.3% | +4.8% |
| 3Y | +46.2% | +69.8% | -23.5% | +42.4% |
| 5Y | +40.9% | -70.3% | +111.2% | +37.1% |
| All | +20.3% | -70.8% | +91.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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