+50.4%
ALLE vs NWSA
+12.8%
+37.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.6% | -9.4% | +8.8% | +2.9% |
| 30D | +25.3% | -7.8% | +33.1% | +28.9% |
| 3M | +10.3% | -10.8% | +21.0% | +14.6% |
| 6M | +38.0% | +1.1% | +37.0% | +35.6% |
| YTD | +17.8% | +1.8% | +16.0% | +14.7% |
| 1Y | +13.6% | +6.0% | +7.6% | +8.4% |
| 3Y | +89.2% | +24.6% | +64.6% | +65.5% |
| All | +50.4% | +12.8% | +37.6% | +30.4% |
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