+148.3%
NWSA vs VT
+223.7%
-75.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.0% |
| 7D | -10.5% | +0.4% | -10.9% | -10.4% |
| 30D | -8.8% | -2.6% | -6.2% | -6.0% |
| 3M | -6.5% | -3.2% | -3.3% | -3.1% |
| 6M | -1.3% | +0.9% | -2.3% | -3.0% |
| YTD | +2.5% | +11.3% | -8.8% | -9.7% |
| 1Y | +0.2% | +14.0% | -13.8% | -14.1% |
| 3Y | +27.6% | +75.8% | -48.2% | -32.2% |
| 5Y | +17.0% | +57.8% | -40.8% | -29.5% |
| 10Y | +148.3% | +219.8% | -71.5% | -21.2% |
| All | +148.3% | +223.7% | -75.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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