+2.9%
NWSA vs ACM
-48.9%
+51.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -4.8% | -5.9% | +1.1% | -3.9% |
| 30D | +3.0% | -6.2% | +9.2% | +3.8% |
| 3M | +9.3% | -7.9% | +17.2% | +10.2% |
| 6M | +23.2% | -30.6% | +53.8% | +31.0% |
| YTD | +13.3% | -33.3% | +46.6% | +21.7% |
| 1Y | +2.9% | -49.2% | +52.1% | +16.9% |
| All | +2.9% | -48.9% | +51.8% | +16.9% |
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