+197.1%
ABT vs NWSA
+149.4%
+47.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -2.8% | -3.1% | -5.2% |
| 30D | -8.1% | +3.0% | -11.1% | -8.8% |
| 3M | +14.5% | +12.3% | +2.2% | +10.9% |
| 6M | -6.3% | +21.9% | -28.1% | -11.3% |
| YTD | -17.1% | +13.6% | -30.7% | -20.3% |
| 1Y | -21.4% | +0.5% | -21.8% | -22.0% |
| 3Y | +5.9% | +43.8% | -37.8% | -6.7% |
| 5Y | -12.8% | +41.2% | -53.9% | -24.7% |
| All | +197.1% | +149.4% | +47.8% | +105.1% |
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