+47.3%
RBA vs NWSA
+26.5%
+20.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +2.5% | -10.5% | +13.0% | +6.2% |
| 30D | +11.6% | -8.8% | +20.3% | +14.7% |
| 3M | +1.5% | -6.5% | +8.0% | +3.2% |
| 6M | -6.6% | -1.3% | -5.3% | -7.9% |
| YTD | -6.3% | +2.5% | -8.8% | -10.0% |
| 1Y | -4.0% | +0.2% | -4.1% | -6.7% |
| 3Y | +47.3% | +27.6% | +19.7% | +15.4% |
| All | +47.3% | +26.5% | +20.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling