+76.3%
ALLY vs NWSA
+46.6%
+29.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | +3.7% | -1.9% | +5.5% | +4.8% |
| 30D | -2.3% | +4.6% | -6.8% | -4.8% |
| 3M | +3.8% | +13.2% | -9.4% | -3.9% |
| 6M | +9.7% | +27.0% | -17.3% | -6.2% |
| YTD | -1.4% | +16.8% | -18.2% | -11.4% |
| 1Y | +8.2% | +4.5% | +3.7% | +5.0% |
| All | +76.3% | +46.6% | +29.6% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling