+0.5%
NWSA vs BG
+53.0%
-52.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.1% |
| 7D | -2.8% | +3.1% | -5.9% | -2.6% |
| 30D | +3.0% | +10.2% | -7.2% | +3.8% |
| 3M | +12.3% | -1.7% | +14.0% | +12.3% |
| 6M | +21.9% | +1.0% | +20.9% | +21.8% |
| YTD | +13.6% | +39.9% | -26.4% | +13.8% |
| 1Y | +0.5% | +53.2% | -52.7% | +1.2% |
| All | +0.5% | +53.0% | -52.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling