+81.6%
ALB vs NWSA
+99.8%
-18.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +5.3% | -9.7% | +14.9% | +10.1% |
| 30D | -6.3% | -8.6% | +2.4% | -2.8% |
| 3M | -27.4% | -6.3% | -21.1% | -26.0% |
| 6M | -53.1% | -1.2% | -51.9% | -54.2% |
| YTD | -32.3% | +2.6% | -35.0% | -35.8% |
| 1Y | -7.3% | 0.0% | -7.3% | -10.8% |
| 3Y | -14.9% | +30.1% | -45.0% | -29.2% |
| 5Y | -62.0% | +18.3% | -80.3% | -67.4% |
| 10Y | +33.0% | +149.3% | -116.3% | -26.2% |
| All | +81.6% | +99.8% | -18.2% | +8.6% |
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 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