+338.5%
ALLE vs NWSA
+70.4%
+268.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.6% | -9.4% | +8.8% | +3.1% |
| 30D | +25.3% | -7.8% | +33.1% | +29.0% |
| 3M | +10.3% | -10.8% | +21.0% | +14.8% |
| 6M | +38.0% | +1.1% | +37.0% | +35.7% |
| YTD | +17.8% | +1.8% | +16.0% | +14.6% |
| 1Y | +13.6% | +6.0% | +7.6% | +8.5% |
| 3Y | +89.2% | +24.6% | +64.6% | +67.0% |
| 5Y | +51.1% | +13.1% | +37.9% | +35.1% |
| 10Y | +228.1% | +148.5% | +79.6% | +93.0% |
| All | +338.5% | +70.4% | +268.1% | +174.8% |
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 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