+75.8%
ALB vs NWSA
+2.0%
+73.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -8.6% | -3.1% | -5.5% | -8.2% |
| 30D | -4.0% | +4.3% | -8.3% | -4.5% |
| 3M | -17.4% | +9.2% | -26.6% | -18.3% |
| 6M | -25.4% | +21.6% | -46.9% | -28.4% |
| YTD | -10.5% | +14.2% | -24.7% | -13.2% |
| 1Y | +75.8% | +1.8% | +74.1% | +68.5% |
| All | +75.8% | +2.0% | +73.8% | +68.5% |
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 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