+27.6%
NWSA vs ACM
-7.9%
+35.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.8% |
| 7D | -10.5% | +6.9% | -17.4% | -12.1% |
| 30D | -8.8% | +19.1% | -27.8% | -13.1% |
| 3M | -6.5% | -6.9% | +0.4% | -4.8% |
| 6M | -1.3% | -12.0% | +10.7% | +1.9% |
| YTD | +2.5% | -25.1% | +27.6% | +11.3% |
| 1Y | +0.2% | -45.4% | +45.6% | +23.3% |
| 3Y | +27.6% | -6.9% | +34.5% | +24.2% |
| All | +27.6% | -7.9% | +35.5% | +24.2% |
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