+236.1%
ALNY vs NWSA
+149.4%
+86.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.8% | -3.7% | -5.6% |
| 30D | +11.0% | +3.0% | +8.0% | +9.9% |
| 3M | -14.1% | +12.3% | -26.4% | -17.3% |
| 6M | -22.4% | +21.9% | -44.3% | -27.4% |
| YTD | -37.5% | +13.6% | -51.0% | -40.3% |
| 1Y | -46.9% | +0.5% | -47.4% | -47.5% |
| 3Y | +22.1% | +43.8% | -21.7% | +6.3% |
| 5Y | +31.2% | +41.2% | -10.0% | +12.2% |
| All | +236.1% | +149.4% | +86.7% | +117.2% |
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