+105.5%
V vs NWSA
+15.5%
+89.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.8% | -10.5% | +9.7% | +2.9% |
| 30D | +9.5% | -8.8% | +18.3% | +12.8% |
| 3M | +16.7% | -6.5% | +23.2% | +19.1% |
| 6M | +32.9% | -1.3% | +34.3% | +32.8% |
| YTD | +21.1% | +2.5% | +18.6% | +18.9% |
| 1Y | +26.6% | +0.2% | +26.4% | +25.3% |
| 3Y | +78.4% | +27.6% | +50.8% | +59.1% |
| 5Y | +105.5% | +17.0% | +88.5% | +86.6% |
| All | +105.5% | +15.5% | +89.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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