+53.5%
ALAB vs NWSA
+2.3%
+51.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -1.3% |
| 7D | +16.3% | +2.2% | +14.1% | +17.6% |
| 30D | -26.1% | -8.8% | -17.4% | -28.8% |
| 3M | -31.3% | -6.5% | -24.8% | -31.3% |
| 6M | -1.0% | +1.5% | -2.5% | +12.2% |
| YTD | +33.3% | +4.0% | +29.3% | +45.2% |
| 1Y | +53.5% | +3.4% | +50.1% | +67.4% |
| All | +53.5% | +2.3% | +51.3% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling