+140.8%
ALB vs NWSA
+127.4%
+13.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.4% |
| 7D | -8.1% | -1.9% | -6.2% | -7.1% |
| 30D | +6.3% | +4.6% | +1.7% | +3.5% |
| 3M | -23.6% | +13.2% | -36.8% | -29.6% |
| 6M | -24.6% | +27.0% | -51.6% | -35.1% |
| YTD | -10.3% | +16.8% | -27.1% | -19.4% |
| 1Y | +61.5% | +4.5% | +57.0% | +53.9% |
| 3Y | -34.0% | +46.2% | -80.2% | -47.6% |
| 5Y | -44.6% | +40.9% | -85.5% | -56.1% |
| 10Y | +76.1% | +145.1% | -69.0% | -1.8% |
| All | +140.8% | +127.4% | +13.3% | +36.2% |
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