+25.9%
NWSA vs VSXY
+37.7%
-11.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -3.4% | -10.7% | +7.3% | -2.5% |
| 30D | +3.9% | -24.3% | +28.2% | +6.5% |
| 3M | +8.9% | +1.0% | +7.8% | +8.2% |
| 6M | +21.2% | +57.4% | -36.2% | +13.3% |
| YTD | +13.8% | +39.8% | -25.9% | +7.2% |
| 1Y | +1.4% | +196.5% | -195.1% | -14.0% |
| 3Y | +44.0% | +357.2% | -313.3% | +5.8% |
| 5Y | +40.5% | +18.9% | +21.6% | +21.5% |
| All | +25.9% | +37.7% | -11.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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