+92.3%
NWSA vs VT
+277.3%
-185.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.1% | -9.3% | -9.1% |
| 7D | -10.1% | -4.2% | -5.9% | -5.6% |
| 30D | -7.3% | -5.8% | -1.5% | -0.9% |
| 3M | -8.6% | -5.2% | -3.3% | -3.1% |
| 6M | +4.4% | +0.1% | +4.3% | +3.5% |
| YTD | +2.1% | +8.2% | -6.1% | -7.5% |
| 1Y | +4.1% | +10.1% | -6.1% | -7.5% |
| 3Y | +23.5% | +69.7% | -46.2% | -32.1% |
| 5Y | +13.5% | +53.4% | -39.8% | -29.6% |
| 10Y | +149.4% | +219.2% | -69.8% | -29.9% |
| All | +92.3% | +277.3% | -185.0% | -51.2% |
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 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