+503.8%
ACGL vs NWSA
+127.4%
+376.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -0.7% | -1.9% | +1.1% | -0.1% |
| 30D | -1.0% | +4.6% | -5.6% | -2.5% |
| 3M | +11.0% | +13.2% | -2.2% | +6.3% |
| 6M | -0.3% | +27.0% | -27.3% | -8.5% |
| YTD | +2.3% | +16.8% | -14.6% | -3.8% |
| 1Y | +6.4% | +4.5% | +1.9% | +3.6% |
| 3Y | +34.0% | +46.2% | -12.3% | +14.0% |
| 5Y | +161.6% | +40.9% | +120.7% | +119.0% |
| 10Y | +278.6% | +145.1% | +133.5% | +136.6% |
| All | +503.8% | +127.4% | +376.4% | +283.4% |
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