+41.2%
NWSA vs VYM
+77.5%
-36.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.0% |
| 30D | +3.0% | -2.2% | +5.3% | +5.6% |
| 3M | +12.3% | +3.1% | +9.2% | +8.7% |
| 6M | +21.9% | +9.7% | +12.1% | +9.7% |
| YTD | +13.6% | +14.9% | -1.3% | -3.4% |
| 1Y | +0.5% | +17.6% | -17.1% | -16.8% |
| 3Y | +43.8% | +65.3% | -21.6% | -21.2% |
| All | +41.2% | +77.5% | -36.3% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling