+88.0%
ARM vs NWSA
+2.1%
+85.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.3% |
| 7D | +11.4% | -2.6% | +14.0% | +10.6% |
| 30D | -7.4% | +4.6% | -12.0% | -6.3% |
| 3M | -24.5% | +10.2% | -34.7% | -21.6% |
| 6M | +128.7% | +21.6% | +107.0% | +136.4% |
| YTD | +139.3% | +14.6% | +124.6% | +146.1% |
| 1Y | +88.0% | +0.4% | +87.6% | +75.6% |
| All | +88.0% | +2.1% | +85.9% | +75.6% |
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 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