+23.8%
ALC vs NWSA
+161.4%
-137.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -0.1% | +4.6% | -4.7% | -1.7% |
| 3M | +5.9% | +13.2% | -7.3% | +1.4% |
| 6M | -15.9% | +27.0% | -42.9% | -22.9% |
| YTD | -10.1% | +16.8% | -26.9% | -15.3% |
| 1Y | -10.2% | +4.5% | -14.7% | -12.4% |
| 3Y | -13.6% | +46.2% | -59.8% | -25.3% |
| 5Y | -15.1% | +40.9% | -56.1% | -27.6% |
| All | +23.8% | +161.4% | -137.5% | -24.1% |
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