+169.4%
NWS vs VT
+217.6%
-48.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -7.0% | -0.1% | -6.9% | -6.5% |
| 30D | -6.9% | -3.1% | -3.8% | -3.5% |
| 3M | -8.0% | -3.5% | -4.5% | -4.3% |
| 6M | -4.5% | +0.5% | -5.0% | -5.6% |
| YTD | +1.3% | +10.8% | -9.5% | -10.4% |
| 1Y | -1.0% | +11.9% | -12.9% | -13.5% |
| 3Y | +39.7% | +73.0% | -33.3% | -24.9% |
| 5Y | +32.3% | +58.6% | -26.3% | -21.0% |
| 10Y | +169.4% | +219.2% | -49.8% | -16.7% |
| All | +169.4% | +217.6% | -48.3% | -16.7% |
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