+316.4%
ALM vs NWSA
+5.5%
+310.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.8% |
| 7D | -2.6% | -1.9% | -0.7% | -2.9% |
| 30D | +32.0% | +4.6% | +27.4% | +33.2% |
| 3M | -15.0% | +13.2% | -28.3% | -13.4% |
| 6M | -10.1% | +27.0% | -37.1% | -10.8% |
| YTD | +99.4% | +16.8% | +82.6% | +98.7% |
| 1Y | +316.4% | +4.5% | +311.8% | +357.8% |
| All | +316.4% | +5.5% | +310.8% | +357.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling