+74.0%
ALB vs NWSA
+149.4%
-75.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -6.6% | -2.8% | -3.8% | -5.1% |
| 30D | -8.1% | +3.0% | -11.2% | -9.7% |
| 3M | -25.7% | +12.3% | -38.0% | -31.4% |
| 6M | -29.5% | +21.9% | -51.3% | -38.3% |
| YTD | -16.2% | +13.6% | -29.8% | -24.0% |
| 1Y | +59.2% | +0.5% | +58.8% | +54.8% |
| 3Y | -33.7% | +43.8% | -77.5% | -47.8% |
| 5Y | -48.1% | +41.2% | -89.3% | -59.6% |
| All | +74.0% | +149.4% | -75.3% | -2.5% |
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