+96.8%
ALLY vs NWSA
+84.8%
+12.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +0.9% | -9.4% | +10.3% | +6.2% |
| 30D | +3.1% | -7.8% | +10.8% | +7.3% |
| 3M | -12.6% | -10.8% | -1.8% | -7.4% |
| 6M | -12.4% | +1.1% | -13.5% | -14.9% |
| YTD | -13.2% | +1.8% | -14.9% | -16.7% |
| 1Y | +1.8% | +6.0% | -4.2% | -5.0% |
| 3Y | +58.0% | +24.6% | +33.4% | +33.1% |
| 5Y | -8.4% | +13.1% | -21.6% | -19.9% |
| 10Y | +195.3% | +148.5% | +46.7% | +54.9% |
| All | +96.8% | +84.8% | +12.0% | +9.9% |
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