+115.8%
NWSA vs BG
+146.2%
-30.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.0% |
| 7D | -2.6% | +2.4% | -5.0% | -3.3% |
| 30D | +4.6% | +15.0% | -10.5% | +0.5% |
| 3M | +10.2% | -0.7% | +10.9% | +9.8% |
| 6M | +21.6% | +7.5% | +14.1% | +18.0% |
| YTD | +14.6% | +41.6% | -27.0% | +2.4% |
| 1Y | +0.4% | +50.7% | -50.3% | -12.4% |
| 3Y | +45.0% | +20.3% | +24.7% | +32.9% |
| 5Y | +41.3% | +85.2% | -44.0% | +9.8% |
| 10Y | +142.8% | +160.6% | -17.8% | +55.1% |
| All | +115.8% | +146.2% | -30.4% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling