+257.6%
ALAB vs NWSA
+7.1%
+250.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.1% |
| 7D | +16.3% | +2.2% | +14.1% | +15.9% |
| 30D | -26.1% | -8.8% | -17.4% | -24.4% |
| 3M | -31.3% | -6.5% | -24.8% | -30.0% |
| 6M | -1.0% | +1.5% | -2.5% | -2.0% |
| YTD | +33.3% | +4.0% | +29.3% | +28.9% |
| 1Y | +53.5% | +3.4% | +50.1% | +48.8% |
| All | +257.6% | +7.1% | +250.5% | +232.1% |
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