+158.5%
NWS vs VT
+215.5%
-57.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -8.8% | -2.3% | -6.4% | -6.0% |
| 30D | -8.1% | -5.0% | -3.2% | -2.8% |
| 3M | -14.2% | -4.9% | -9.4% | -9.5% |
| 6M | -3.9% | -1.5% | -2.4% | -3.0% |
| YTD | -1.6% | +8.5% | -10.1% | -11.0% |
| 1Y | +2.4% | +11.4% | -9.0% | -10.1% |
| 3Y | +31.6% | +70.1% | -38.5% | -28.0% |
| 5Y | +24.4% | +53.7% | -29.3% | -23.2% |
| All | +158.5% | +215.5% | -57.0% | -16.1% |
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