-16.2%
ALC vs NWSA
+40.6%
-56.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -3.7% | -2.6% | -1.0% | -2.7% |
| 30D | -3.7% | +4.6% | -8.3% | -5.2% |
| 3M | +4.6% | +10.2% | -5.6% | +0.8% |
| 6M | -14.6% | +21.6% | -36.2% | -20.9% |
| YTD | -11.9% | +14.6% | -26.5% | -16.8% |
| 1Y | -13.1% | +0.4% | -13.5% | -14.0% |
| 3Y | -15.0% | +45.0% | -60.0% | -27.5% |
| 5Y | -16.2% | +41.3% | -57.5% | -30.2% |
| All | -16.2% | +40.6% | -56.8% | -30.2% |
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 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