+12.8%
VG vs NWSA
+5.5%
+7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | +1.7% | -1.9% | +3.6% | +1.7% |
| 30D | +16.0% | +4.6% | +11.4% | +16.0% |
| 3M | +9.7% | +13.2% | -3.5% | +10.3% |
| 6M | +29.6% | +27.0% | +2.6% | +27.2% |
| YTD | +112.0% | +16.8% | +95.2% | +114.3% |
| 1Y | +12.8% | +4.5% | +8.3% | +14.1% |
| All | +12.8% | +5.5% | +7.3% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling