+2,084.7%
ALM vs NWSA
+153.1%
+1,931.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -7.2% | -12.2% | +5.0% | -5.4% |
| 30D | -26.4% | -8.7% | -17.7% | -25.4% |
| 3M | -38.6% | -6.0% | -32.6% | -38.1% |
| 6M | -61.0% | -0.3% | -60.7% | -61.2% |
| YTD | -7.4% | +3.5% | -10.9% | -8.7% |
| 1Y | +14.0% | +0.8% | +13.2% | +12.8% |
| 3Y | +844.4% | +31.1% | +813.3% | +808.7% |
| 5Y | +410.8% | +18.8% | +392.0% | +392.7% |
| 10Y | +2,084.7% | +147.9% | +1,936.9% | +2,072.6% |
| All | +2,084.7% | +153.1% | +1,931.6% | +2,072.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling