+137.2%
NWSA vs VIG
+250.0%
-112.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -1.7% |
| 30D | +3.0% | -2.7% | +5.8% | +6.1% |
| 3M | +12.3% | +2.5% | +9.8% | +9.3% |
| 6M | +21.9% | +9.2% | +12.6% | +10.4% |
| YTD | +13.6% | +9.8% | +3.7% | +2.0% |
| 1Y | +0.5% | +12.4% | -11.9% | -12.0% |
| 3Y | +43.8% | +55.9% | -12.1% | -12.2% |
| 5Y | +41.2% | +63.9% | -22.8% | -17.6% |
| All | +137.2% | +250.0% | -112.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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