+138.5%
NWSA vs ACM
+135.8%
+2.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.9% |
| 7D | -3.1% | -3.7% | +0.6% | -1.6% |
| 30D | +4.3% | -12.7% | +16.9% | +9.6% |
| 3M | +9.2% | -9.8% | +19.0% | +12.7% |
| 6M | +21.6% | -31.4% | +53.0% | +40.3% |
| YTD | +14.2% | -32.1% | +46.3% | +31.6% |
| 1Y | +1.8% | -47.8% | +49.6% | +31.1% |
| 3Y | +44.4% | -22.1% | +66.5% | +52.5% |
| 5Y | +41.0% | +1.8% | +39.2% | +30.6% |
| All | +138.5% | +135.8% | +2.7% | +52.7% |
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