+207.7%
RBA vs NWSA
+148.1%
+59.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.1% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | +8.3% | -8.8% | +17.1% | +11.1% |
| 3M | +10.5% | -6.5% | +17.0% | +12.4% |
| 6M | -5.9% | +1.5% | -7.4% | -7.4% |
| YTD | -6.9% | +4.0% | -10.9% | -9.5% |
| 1Y | -4.9% | +3.4% | -8.3% | -7.4% |
| 3Y | +64.5% | +34.8% | +29.6% | +46.6% |
| 5Y | +46.1% | +18.4% | +27.7% | +32.7% |
| All | +207.7% | +148.1% | +59.5% | +114.4% |
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