+155.3%
ALLE vs NWSA
+144.0%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -2.2% | -3.1% | +0.9% | -0.9% |
| 30D | -8.3% | +4.3% | -12.6% | -10.0% |
| 3M | +16.3% | +9.2% | +7.0% | +11.4% |
| 6M | +1.8% | +21.6% | -19.8% | -6.9% |
| YTD | -3.9% | +14.2% | -18.2% | -10.4% |
| 1Y | -10.0% | +1.8% | -11.8% | -12.0% |
| 3Y | +45.8% | +44.4% | +1.4% | +21.2% |
| 5Y | +13.3% | +41.0% | -27.7% | -7.5% |
| 10Y | +155.3% | +150.0% | +5.2% | +45.8% |
| All | +155.3% | +144.0% | +11.3% | +45.8% |
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