+7,705.7%
ALM vs NWSA
+127.4%
+7,578.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.8% |
| 30D | +32.0% | +4.6% | +27.4% | +32.7% |
| 3M | -15.0% | +13.2% | -28.3% | -13.6% |
| 6M | -10.1% | +27.0% | -37.1% | -7.7% |
| YTD | +99.4% | +16.8% | +82.6% | +103.6% |
| 1Y | +316.4% | +4.5% | +311.8% | +319.9% |
| 3Y | +2,022.0% | +46.2% | +1,975.8% | +2,145.0% |
| 5Y | +941.2% | +40.9% | +900.3% | +995.4% |
| 10Y | +2,950.3% | +145.1% | +2,805.2% | +3,548.4% |
| All | +7,705.7% | +127.4% | +7,578.3% | +2,101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling