+40.9%
NWSA vs VEU
+53.0%
-12.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.3% |
| 7D | -4.8% | -1.9% | -2.8% | -3.3% |
| 30D | +3.0% | -0.7% | +3.7% | +3.5% |
| 3M | +9.3% | +4.9% | +4.4% | +4.0% |
| 6M | +23.2% | +9.8% | +13.3% | +11.3% |
| YTD | +13.3% | +15.3% | -2.0% | -3.0% |
| 1Y | +2.9% | +23.0% | -20.1% | -17.6% |
| 3Y | +43.3% | +73.5% | -30.2% | -21.4% |
| 5Y | +40.9% | +54.5% | -13.6% | -10.5% |
| All | +40.9% | +53.0% | -12.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling