+41.8%
ALM vs NWSA
+18.2%
+23.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | +2.7% |
| 7D | -6.4% | +4.3% | -10.7% | -4.8% |
| 30D | -35.0% | +5.6% | -40.5% | -33.5% |
| 3M | -33.8% | +7.3% | -41.1% | -31.4% |
| 6M | -55.0% | +18.8% | -73.9% | -51.7% |
| YTD | -0.2% | +17.9% | -18.1% | +2.7% |
| 1Y | +41.8% | +19.3% | +22.4% | +44.6% |
| All | +41.8% | +18.2% | +23.5% | +44.6% |
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