+180.8%
ALLY vs NWSA
+143.8%
+36.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.1% |
| 7D | +1.0% | -2.6% | +3.7% | +2.8% |
| 30D | -3.3% | +4.6% | -7.9% | -6.1% |
| 3M | +0.5% | +10.2% | -9.7% | -6.5% |
| 6M | +12.6% | +21.6% | -9.0% | -2.4% |
| YTD | -4.7% | +14.6% | -19.3% | -14.7% |
| 1Y | +5.2% | +0.4% | +4.9% | +2.7% |
| 3Y | +66.5% | +45.0% | +21.5% | +26.0% |
| 5Y | +0.2% | +41.3% | -41.0% | -24.5% |
| 10Y | +180.8% | +142.8% | +38.0% | +32.2% |
| All | +180.8% | +143.8% | +36.9% | +32.2% |
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