+269.5%
ABT vs NWSA
+120.6%
+148.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.0% | -4.8% | -0.2% | -3.6% |
| 30D | -5.8% | +3.0% | -8.8% | -6.6% |
| 3M | +16.7% | +9.3% | +7.4% | +13.7% |
| 6M | -5.2% | +23.2% | -28.4% | -10.9% |
| YTD | -16.0% | +13.3% | -29.3% | -19.4% |
| 1Y | -18.3% | +2.9% | -21.1% | -19.6% |
| 3Y | +9.2% | +43.3% | -34.1% | -4.3% |
| 5Y | -11.6% | +40.9% | -52.4% | -24.1% |
| 10Y | +204.2% | +148.1% | +56.1% | +100.6% |
| All | +269.5% | +120.6% | +148.9% | +148.9% |
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