+119.9%
NWSA vs VT
+302.0%
-182.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | +4.6% | +1.0% | +3.6% | +3.4% |
| 3M | +13.2% | +2.4% | +10.8% | +9.5% |
| 6M | +27.0% | +12.0% | +15.0% | +11.1% |
| YTD | +16.8% | +15.3% | +1.5% | -1.2% |
| 1Y | +4.5% | +22.6% | -18.1% | -17.4% |
| 3Y | +46.2% | +74.7% | -28.4% | -21.9% |
| 5Y | +40.9% | +66.1% | -25.2% | -19.9% |
| 10Y | +145.1% | +225.0% | -79.9% | -32.3% |
| All | +119.9% | +302.0% | -182.1% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling