+43.2%
NWSA vs ABCL
-41.3%
+84.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +13.2% | +79.4% | -66.2% | +5.8% |
| 6M | +27.0% | +214.9% | -187.9% | +11.3% |
| YTD | +16.8% | +234.2% | -217.4% | +1.0% |
| 1Y | +4.5% | +174.8% | -170.3% | -8.9% |
| 3Y | +46.2% | +104.5% | -58.2% | +26.8% |
| All | +43.2% | -41.3% | +84.5% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling