+53.4%
ALLE vs NWSA
+18.8%
+34.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | 0.0% |
| 7D | +3.6% | +2.2% | +1.4% | +2.7% |
| 30D | +25.9% | -8.8% | +34.7% | +30.0% |
| 3M | +15.8% | -6.5% | +22.2% | +18.2% |
| 6M | +48.1% | +1.5% | +46.6% | +45.4% |
| YTD | +22.0% | +4.0% | +17.9% | +17.8% |
| 1Y | +18.0% | +3.4% | +14.6% | +14.2% |
| 3Y | +93.1% | +34.8% | +58.2% | +63.1% |
| All | +53.4% | +18.8% | +34.6% | +29.7% |
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