+497.3%
RBA vs NWSA
+101.5%
+395.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.6% | -12.2% | +12.8% | +4.3% |
| 30D | +9.0% | -8.7% | +17.6% | +11.6% |
| 3M | +7.2% | -6.0% | +13.1% | +8.7% |
| 6M | -7.8% | -0.3% | -7.4% | -8.6% |
| YTD | -6.4% | +3.5% | -9.9% | -8.6% |
| 1Y | -4.2% | +0.8% | -4.9% | -5.7% |
| 3Y | +64.1% | +31.1% | +32.9% | +48.7% |
| 5Y | +48.4% | +18.8% | +29.6% | +35.7% |
| 10Y | +209.9% | +147.9% | +62.0% | +119.4% |
| All | +497.3% | +101.5% | +395.8% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling