+187.5%
NVT vs NWSA
+43.3%
+144.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +4.1% | -2.8% | +6.9% | +5.0% |
| 30D | -5.1% | +3.0% | -8.2% | -6.3% |
| 3M | -1.2% | +12.3% | -13.5% | -6.8% |
| 6M | +46.6% | +21.9% | +24.7% | +31.0% |
| YTD | +60.0% | +13.6% | +46.4% | +47.9% |
| 1Y | +70.8% | +0.5% | +70.3% | +71.2% |
| 3Y | +187.5% | +43.8% | +143.8% | +133.6% |
| All | +187.5% | +43.3% | +144.3% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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