+115.8%
NWSA vs VIG
+352.9%
-237.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.2% |
| 30D | +4.6% | -2.1% | +6.6% | +7.0% |
| 3M | +10.2% | +3.3% | +6.9% | +6.2% |
| 6M | +21.6% | +9.3% | +12.3% | +9.9% |
| YTD | +14.6% | +10.1% | +4.5% | +2.4% |
| 1Y | +0.4% | +14.7% | -14.4% | -14.4% |
| 3Y | +45.0% | +56.9% | -12.0% | -13.0% |
| 5Y | +41.3% | +62.9% | -21.6% | -18.0% |
| 10Y | +142.8% | +241.3% | -98.5% | -39.3% |
| All | +115.8% | +352.9% | -237.1% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling