+4.5%
NWSA vs ACM
-45.8%
+50.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -1.9% | -3.7% | +1.9% | -1.3% |
| 30D | +4.6% | -11.1% | +15.7% | +6.5% |
| 3M | +13.2% | -8.0% | +21.2% | +14.4% |
| 6M | +27.0% | -29.7% | +56.7% | +35.3% |
| YTD | +16.8% | -29.4% | +46.2% | +24.4% |
| 1Y | +4.5% | -46.4% | +50.9% | +17.6% |
| All | +4.5% | -45.8% | +50.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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