+1,040.6%
ALM vs NWSA
+40.6%
+1,000.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +9.2% |
| 7D | +8.4% | -2.6% | +11.1% | +8.9% |
| 30D | +34.8% | +4.6% | +30.3% | +33.7% |
| 3M | +16.2% | +10.2% | +6.0% | +13.3% |
| 6M | +2.1% | +21.6% | -19.5% | -3.0% |
| YTD | +117.0% | +14.6% | +102.4% | +107.9% |
| 1Y | +313.9% | +0.4% | +313.5% | +311.2% |
| 3Y | +2,327.9% | +45.0% | +2,283.0% | +2,154.9% |
| 5Y | +1,040.6% | +41.3% | +999.4% | +957.0% |
| All | +1,040.6% | +40.6% | +1,000.0% | +957.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling