+384.5%
ALAB vs NWSA
+17.6%
+366.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +9.6% | -3.1% | +12.7% | +10.1% |
| 30D | -5.3% | +4.3% | -9.5% | -5.9% |
| 3M | -12.0% | +9.2% | -21.3% | -13.7% |
| 6M | +145.7% | +21.6% | +124.1% | +125.3% |
| YTD | +80.7% | +14.2% | +66.4% | +70.6% |
| 1Y | +40.1% | +1.8% | +38.4% | +45.0% |
| All | +384.5% | +17.6% | +366.9% | +339.5% |
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