-45.1%
ALB vs NWSA
+40.1%
-85.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.6% |
| 7D | -8.6% | -3.1% | -5.5% | -6.9% |
| 30D | -4.0% | +4.3% | -8.3% | -6.5% |
| 3M | -17.4% | +9.2% | -26.6% | -22.7% |
| 6M | -25.4% | +21.6% | -46.9% | -35.1% |
| YTD | -10.5% | +14.2% | -24.7% | -19.5% |
| 1Y | +75.8% | +1.8% | +74.1% | +69.9% |
| 3Y | -28.5% | +44.4% | -73.0% | -44.9% |
| 5Y | -45.1% | +41.0% | -86.1% | -58.3% |
| All | -45.1% | +40.1% | -85.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling