+3,289.7%
ALM vs NWSA
+97.3%
+3,192.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.7% |
| 7D | -4.0% | -0.8% | -3.2% | -4.1% |
| 30D | -30.5% | -11.3% | -19.2% | -31.3% |
| 3M | -46.9% | -8.1% | -38.8% | -47.3% |
| 6M | -65.5% | -0.7% | -64.8% | -65.4% |
| YTD | -13.4% | +1.3% | -14.7% | -12.8% |
| 1Y | +9.8% | -1.3% | +11.1% | +10.4% |
| 3Y | +783.1% | +28.4% | +754.7% | +823.8% |
| 5Y | +378.3% | +15.3% | +363.0% | +388.4% |
| 10Y | +1,942.8% | +142.7% | +1,800.1% | +2,669.2% |
| All | +3,289.7% | +97.3% | +3,192.5% | +843.4% |
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 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