+0.5%
NWSA vs VIG
+13.0%
-12.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | +3.0% | -2.7% | +5.8% | +4.2% |
| 3M | +12.3% | +2.5% | +9.8% | +11.2% |
| 6M | +21.9% | +9.2% | +12.6% | +16.6% |
| YTD | +13.6% | +9.8% | +3.7% | +7.4% |
| 1Y | +0.5% | +12.4% | -11.9% | -7.6% |
| All | +0.5% | +13.0% | -12.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling