+166.8%
NWS vs VT
+221.8%
-54.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | +3.2% | +2.4% | +0.9% | +0.7% |
| 30D | -7.9% | -1.5% | -6.4% | -6.1% |
| 3M | -9.0% | -4.1% | -4.8% | -4.7% |
| 6M | -2.3% | +0.6% | -2.8% | -3.6% |
| YTD | +1.6% | +11.0% | -9.5% | -10.4% |
| 1Y | +1.4% | +13.3% | -12.0% | -12.6% |
| 3Y | +43.2% | +73.4% | -30.2% | -23.2% |
| 5Y | +31.0% | +57.4% | -26.4% | -21.2% |
| All | +166.8% | +221.8% | -54.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling