+195.9%
VEA vs NWSA
+123.2%
+72.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +1.9% | -2.6% | +4.5% | +2.7% |
| 30D | +0.8% | +4.6% | -3.8% | -0.7% |
| 3M | +5.7% | +10.2% | -4.5% | +1.9% |
| 6M | +13.3% | +21.6% | -8.3% | +5.4% |
| YTD | +18.4% | +14.6% | +3.8% | +12.0% |
| 1Y | +27.0% | +0.4% | +26.6% | +25.2% |
| 3Y | +79.3% | +45.0% | +34.3% | +54.3% |
| 5Y | +62.1% | +41.3% | +20.8% | +37.3% |
| 10Y | +160.3% | +142.8% | +17.5% | +71.0% |
| All | +195.9% | +123.2% | +72.7% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling