+113.1%
NWS vs VT
+277.3%
-164.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.1% | -9.2% | -9.0% |
| 7D | -10.0% | -4.2% | -5.8% | -5.5% |
| 30D | -8.1% | -5.8% | -2.3% | -1.9% |
| 3M | -12.3% | -5.2% | -7.0% | -7.1% |
| 6M | -1.1% | +0.1% | -1.2% | -1.9% |
| YTD | -1.6% | +8.2% | -9.8% | -10.7% |
| 1Y | -0.1% | +10.1% | -10.2% | -11.1% |
| 3Y | +30.5% | +69.7% | -39.2% | -27.9% |
| 5Y | +24.5% | +53.4% | -28.9% | -22.5% |
| 10Y | +166.1% | +219.2% | -53.1% | -22.7% |
| All | +113.1% | +277.3% | -164.2% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling