-12.3%
ALC vs NWSA
+15.5%
-27.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.1% | -10.5% | +12.6% | +5.7% |
| 30D | +17.2% | -8.8% | +26.0% | +20.6% |
| 3M | +4.6% | -6.5% | +11.2% | +6.7% |
| 6M | +20.1% | -1.3% | +21.4% | +19.7% |
| YTD | -4.2% | +2.5% | -6.7% | -6.3% |
| 1Y | +2.1% | +0.2% | +1.9% | +0.7% |
| 3Y | +4.5% | +27.6% | -23.1% | -7.4% |
| 5Y | -12.3% | +17.0% | -29.3% | -21.0% |
| All | -12.3% | +15.5% | -27.9% | -21.0% |
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