+194.7%
RBA vs NWSA
+144.0%
+50.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -3.1% | +1.2% | -0.9% |
| 30D | -13.0% | +4.3% | -17.3% | -14.2% |
| 3M | -23.1% | +9.2% | -32.3% | -25.6% |
| 6M | -22.6% | +21.6% | -44.2% | -28.0% |
| YTD | -20.4% | +14.2% | -34.6% | -24.5% |
| 1Y | -29.6% | +1.8% | -31.3% | -30.7% |
| 3Y | +26.6% | +44.4% | -17.9% | +10.8% |
| 5Y | +38.2% | +41.0% | -2.8% | +19.4% |
| 10Y | +194.7% | +150.0% | +44.7% | +99.9% |
| All | +194.7% | +144.0% | +50.7% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling