+0.5%
NWSA vs VYM
+18.4%
-18.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +3.0% | -2.2% | +5.3% | +3.8% |
| 3M | +12.3% | +3.1% | +9.2% | +11.2% |
| 6M | +21.9% | +9.7% | +12.1% | +16.8% |
| YTD | +13.6% | +14.9% | -1.3% | +3.3% |
| 1Y | +0.5% | +17.6% | -17.1% | -12.7% |
| All | +0.5% | +18.4% | -18.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling