+20.2%
ALC vs NWSA
+155.5%
-135.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.3% | -3.1% | -2.2% | -4.3% |
| 30D | -7.1% | +4.3% | -11.3% | -8.3% |
| 3M | +0.8% | +9.2% | -8.4% | -2.4% |
| 6M | -16.0% | +21.6% | -37.6% | -21.7% |
| YTD | -12.7% | +14.2% | -27.0% | -17.2% |
| 1Y | -12.8% | +1.8% | -14.6% | -14.2% |
| 3Y | -15.8% | +44.4% | -60.3% | -27.0% |
| 5Y | -16.7% | +41.0% | -57.6% | -28.9% |
| All | +20.2% | +155.5% | -135.3% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling