+147.9%
NWSA vs ACM
+130.8%
+17.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -12.2% | +3.0% | -15.2% | -13.2% |
| 30D | -8.7% | +19.7% | -28.4% | -15.3% |
| 3M | -6.0% | +5.3% | -11.3% | -8.7% |
| 6M | -0.3% | -10.8% | +10.4% | +2.9% |
| YTD | +3.5% | -25.1% | +28.6% | +14.4% |
| 1Y | +0.8% | -45.8% | +46.5% | +28.3% |
| 3Y | +31.1% | -9.4% | +40.5% | +29.5% |
| 5Y | +18.8% | +4.8% | +14.0% | +8.7% |
| 10Y | +147.9% | +129.8% | +18.1% | +57.7% |
| All | +147.9% | +130.8% | +17.0% | +57.7% |
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