+119.9%
NWSA vs ACM
+123.8%
-3.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.9% | -3.7% | +1.9% | -0.4% |
| 30D | +4.6% | -11.1% | +15.7% | +8.9% |
| 3M | +13.2% | -8.0% | +21.2% | +15.8% |
| 6M | +27.0% | -29.7% | +56.7% | +44.3% |
| YTD | +16.8% | -29.4% | +46.2% | +31.7% |
| 1Y | +4.5% | -46.4% | +50.9% | +31.7% |
| 3Y | +46.2% | -22.3% | +68.6% | +55.0% |
| 5Y | +40.9% | +4.5% | +36.5% | +30.5% |
| 10Y | +145.1% | +127.6% | +17.5% | +57.5% |
| All | +119.9% | +123.8% | -3.8% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling