+421.5%
RBA vs NWSA
+127.4%
+294.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -2.9% | -1.9% | -1.1% | -2.4% |
| 30D | -12.3% | +4.6% | -16.9% | -13.6% |
| 3M | -20.5% | +13.2% | -33.8% | -23.9% |
| 6M | -18.5% | +27.0% | -45.5% | -24.9% |
| YTD | -18.2% | +16.8% | -35.1% | -22.8% |
| 1Y | -27.5% | +4.5% | -32.0% | -29.2% |
| 3Y | +38.1% | +46.2% | -8.2% | +21.5% |
| 5Y | +44.8% | +40.9% | +3.9% | +26.3% |
| 10Y | +187.1% | +145.1% | +42.0% | +102.6% |
| All | +421.5% | +127.4% | +294.1% | +270.6% |
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