+272.4%
ALM vs NWSA
+1.3%
+271.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.8% |
| 7D | -7.1% | -4.8% | -2.4% | -8.0% |
| 30D | +24.7% | +3.0% | +21.7% | +25.6% |
| 3M | +8.3% | +9.3% | -1.0% | +10.6% |
| 6M | -22.2% | +23.2% | -45.4% | -22.1% |
| YTD | +88.1% | +13.3% | +74.8% | +87.5% |
| 1Y | +272.4% | +2.9% | +269.5% | +288.7% |
| All | +272.4% | +1.3% | +271.0% | +288.7% |
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