+74.4%
NWSA vs ABCL
-81.2%
+155.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.6% | +1.4% | -4.1% | -2.7% |
| 30D | +4.6% | +65.1% | -60.5% | +0.3% |
| 3M | +10.2% | +111.1% | -100.9% | +3.3% |
| 6M | +21.6% | +231.6% | -210.0% | +9.4% |
| YTD | +14.6% | +234.5% | -219.9% | +2.6% |
| 1Y | +0.4% | +174.3% | -174.0% | -9.6% |
| 3Y | +45.0% | +111.5% | -66.5% | +28.8% |
| 5Y | +41.3% | -37.3% | +78.6% | +29.3% |
| All | +74.4% | -81.2% | +155.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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