+115.8%
NWSA vs VEU
+173.9%
-58.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -2.6% | +1.7% | -4.3% | -4.1% |
| 30D | +4.6% | +1.0% | +3.6% | +3.5% |
| 3M | +10.2% | +5.6% | +4.6% | +3.6% |
| 6M | +21.6% | +13.7% | +8.0% | +5.5% |
| YTD | +14.6% | +17.7% | -3.1% | -4.5% |
| 1Y | +0.4% | +25.8% | -25.4% | -21.9% |
| 3Y | +45.0% | +77.1% | -32.1% | -20.8% |
| 5Y | +41.3% | +57.1% | -15.9% | -12.5% |
| 10Y | +142.8% | +149.8% | -7.0% | -3.2% |
| All | +115.8% | +173.9% | -58.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling