-29.6%
RBA vs NWSA
+2.0%
-31.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | -13.0% | +4.3% | -17.3% | -13.9% |
| 3M | -23.1% | +9.2% | -32.3% | -24.9% |
| 6M | -22.6% | +21.6% | -44.2% | -27.9% |
| YTD | -20.4% | +14.2% | -34.6% | -25.0% |
| 1Y | -29.6% | +1.8% | -31.3% | -32.4% |
| All | -29.6% | +2.0% | -31.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling