+48.2%
NWSA vs ACM
-19.2%
+67.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.9% | -3.7% | +1.9% | -0.8% |
| 30D | +4.6% | -11.1% | +15.7% | +8.0% |
| 3M | +13.2% | -8.0% | +21.2% | +15.3% |
| 6M | +27.0% | -29.7% | +56.7% | +41.8% |
| YTD | +16.8% | -29.4% | +46.2% | +29.4% |
| 1Y | +4.5% | -46.4% | +50.9% | +29.1% |
| All | +48.2% | -19.2% | +67.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling