-26.4%
ALB vs NWSA
+44.8%
-71.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.8% |
| 7D | -4.4% | -2.6% | -1.8% | -2.8% |
| 30D | -1.2% | +4.6% | -5.7% | -3.9% |
| 3M | -13.3% | +10.2% | -23.5% | -19.5% |
| 6M | -19.8% | +21.6% | -41.4% | -31.0% |
| YTD | -7.9% | +14.6% | -22.6% | -17.8% |
| 1Y | +60.2% | +0.4% | +59.8% | +59.1% |
| 3Y | -26.4% | +45.0% | -71.4% | -50.0% |
| All | -26.4% | +44.8% | -71.2% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling