+55.9%
NWSA vs ABCL
-79.5%
+135.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.3% |
| 7D | -10.5% | +12.4% | -22.9% | -11.2% |
| 30D | -8.8% | -0.4% | -8.4% | -8.9% |
| 3M | -6.5% | +80.4% | -86.9% | -11.1% |
| 6M | -1.3% | +138.5% | -139.9% | -8.9% |
| YTD | +2.5% | +265.5% | -263.0% | -9.2% |
| 1Y | +0.2% | +219.7% | -219.5% | -10.3% |
| 3Y | +27.6% | +209.4% | -181.8% | +9.7% |
| 5Y | +17.0% | -15.0% | +32.0% | +6.2% |
| All | +55.9% | -79.5% | +135.4% | +36.7% |
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