+115.0%
NWSA vs VYM
+319.1%
-204.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.0% |
| 30D | +4.3% | -2.0% | +6.3% | +6.6% |
| 3M | +9.2% | +3.1% | +6.2% | +5.6% |
| 6M | +21.6% | +8.9% | +12.7% | +10.3% |
| YTD | +14.2% | +14.7% | -0.5% | -2.6% |
| 1Y | +1.8% | +19.4% | -17.7% | -17.1% |
| 3Y | +44.4% | +65.4% | -21.0% | -18.4% |
| 5Y | +41.0% | +77.6% | -36.6% | -25.7% |
| 10Y | +150.0% | +207.8% | -57.7% | -29.2% |
| All | +115.0% | +319.1% | -204.1% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling