+211.8%
RBA vs NWSA
+149.3%
+62.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.2% | -9.7% | +12.9% | +6.2% |
| 30D | +12.0% | -8.6% | +20.6% | +14.8% |
| 3M | +2.9% | -6.3% | +9.2% | +4.5% |
| 6M | -6.3% | -1.2% | -5.1% | -6.9% |
| YTD | -5.9% | +2.6% | -8.5% | -8.1% |
| 1Y | -3.9% | 0.0% | -3.9% | -5.4% |
| 3Y | +64.9% | +30.1% | +34.8% | +48.7% |
| 5Y | +48.5% | +18.3% | +30.2% | +35.0% |
| 10Y | +211.8% | +149.3% | +62.5% | +116.8% |
| All | +211.8% | +149.3% | +62.5% | +116.8% |
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