+78.9%
ALB vs NWSA
+102.5%
-23.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.8% |
| 7D | -5.8% | +2.2% | -8.0% | -6.9% |
| 30D | -4.5% | -8.8% | +4.2% | -0.9% |
| 3M | -28.1% | -6.5% | -21.6% | -26.6% |
| 6M | -53.2% | +1.5% | -54.7% | -55.0% |
| YTD | -33.3% | +4.0% | -37.4% | -37.2% |
| 1Y | -17.4% | +3.4% | -20.9% | -22.1% |
| 3Y | -14.1% | +34.8% | -49.0% | -30.0% |
| 5Y | -64.0% | +18.4% | -82.4% | -69.1% |
| 10Y | +32.8% | +149.2% | -116.3% | -26.4% |
| All | +78.9% | +102.5% | -23.6% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling