+123.4%
ALLY vs NWSA
+112.1%
+11.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.4% |
| 7D | +3.7% | -1.9% | +5.5% | +4.9% |
| 30D | -2.3% | +4.6% | -6.8% | -5.0% |
| 3M | +3.8% | +13.2% | -9.4% | -4.5% |
| 6M | +9.7% | +27.0% | -17.3% | -6.6% |
| YTD | -1.4% | +16.8% | -18.2% | -12.1% |
| 1Y | +8.2% | +4.5% | +3.7% | +3.1% |
| 3Y | +66.5% | +46.2% | +20.3% | +28.3% |
| 5Y | +1.2% | +40.9% | -39.7% | -21.7% |
| 10Y | +191.4% | +145.1% | +46.3% | +50.7% |
| All | +123.4% | +112.1% | +11.3% | +15.9% |
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