+141.7%
NWSA vs ACM
+131.3%
+10.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +5.1% | -5.9% | -3.0% |
| 30D | -11.3% | +18.7% | -30.0% | -17.6% |
| 3M | -8.1% | +15.5% | -23.5% | -14.0% |
| 6M | -0.7% | +1.2% | -1.9% | -2.7% |
| YTD | +1.3% | -25.2% | +26.6% | +12.3% |
| 1Y | -1.3% | -46.3% | +45.0% | +27.0% |
| 3Y | +28.4% | -9.6% | +37.9% | +26.7% |
| 5Y | +15.3% | +4.4% | +10.9% | +5.2% |
| All | +141.7% | +131.3% | +10.4% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling