+2,776.7%
ALM vs NWSA
+148.8%
+2,627.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.5% |
| 7D | -7.1% | -4.8% | -2.4% | -6.5% |
| 30D | +24.7% | +3.0% | +21.7% | +24.2% |
| 3M | +8.3% | +9.3% | -1.0% | +6.5% |
| 6M | -22.2% | +23.2% | -45.4% | -24.9% |
| YTD | +88.1% | +13.3% | +74.8% | +83.1% |
| 1Y | +272.4% | +2.9% | +269.5% | +268.4% |
| 3Y | +2,004.1% | +43.3% | +1,960.8% | +1,899.4% |
| 5Y | +915.8% | +40.9% | +874.9% | +859.7% |
| All | +2,776.7% | +148.8% | +2,627.9% | +2,505.4% |
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