+46.8%
NWSA vs ABCL
+104.5%
-57.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | +4.6% | +93.1% | -88.5% | +0.2% |
| 3M | +13.2% | +79.4% | -66.2% | +8.5% |
| 6M | +27.0% | +214.9% | -187.9% | +16.6% |
| YTD | +16.8% | +234.2% | -217.4% | +6.4% |
| 1Y | +4.5% | +174.8% | -170.3% | -4.5% |
| All | +46.8% | +104.5% | -57.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling