+43.8%
NWSA vs BG
+18.0%
+25.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.4% |
| 7D | -2.8% | +3.1% | -5.9% | -3.1% |
| 30D | +3.0% | +10.2% | -7.2% | +2.0% |
| 3M | +12.3% | -1.7% | +14.0% | +12.4% |
| 6M | +21.9% | +1.0% | +20.9% | +21.3% |
| YTD | +13.6% | +39.9% | -26.4% | +7.3% |
| 1Y | +0.5% | +53.2% | -52.7% | -6.8% |
| 3Y | +43.8% | +16.3% | +27.5% | +40.9% |
| All | +43.8% | +18.0% | +25.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling