+352.0%
ALLE vs NWSA
+73.2%
+278.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -0.8% | -12.2% | +11.4% | +4.2% |
| 30D | +27.4% | -8.7% | +36.0% | +31.7% |
| 3M | +13.8% | -6.0% | +19.8% | +16.1% |
| 6M | +45.5% | -0.3% | +45.8% | +43.9% |
| YTD | +21.4% | +3.5% | +17.9% | +17.4% |
| 1Y | +15.4% | +0.8% | +14.6% | +12.8% |
| 3Y | +91.7% | +31.1% | +60.6% | +65.7% |
| 5Y | +54.5% | +18.8% | +35.7% | +35.5% |
| 10Y | +210.5% | +147.9% | +62.7% | +83.0% |
| All | +352.0% | +73.2% | +278.8% | +181.4% |
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 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