+40.6%
ALB vs NWSA
+141.7%
-101.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | -3.6% | -0.8% | -2.8% | -3.1% |
| 30D | -2.9% | -11.3% | +8.5% | +2.7% |
| 3M | -25.8% | -8.1% | -17.8% | -23.5% |
| 6M | -53.6% | -0.7% | -52.9% | -55.0% |
| YTD | -32.4% | +1.3% | -33.7% | -35.7% |
| 1Y | -13.0% | -1.3% | -11.7% | -16.0% |
| 3Y | -15.0% | +28.4% | -43.4% | -30.0% |
| 5Y | -63.5% | +15.3% | -78.8% | -68.7% |
| All | +40.6% | +141.7% | -101.1% | -21.6% |
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