+42.0%
NWSA vs VIG
+62.2%
-20.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.2% |
| 7D | -3.1% | -1.2% | -1.9% | -1.8% |
| 30D | +4.3% | -2.8% | +7.1% | +7.6% |
| 3M | +9.2% | +2.5% | +6.8% | +6.3% |
| 6M | +21.6% | +8.1% | +13.5% | +11.2% |
| YTD | +14.2% | +9.6% | +4.7% | +2.6% |
| 1Y | +1.8% | +14.2% | -12.4% | -12.9% |
| 3Y | +44.4% | +56.1% | -11.7% | -14.8% |
| All | +42.0% | +62.2% | -20.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling