+51.8%
VG vs NWSA
+18.2%
+33.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.7% | -11.4% | -6.7% |
| 7D | -16.4% | +4.3% | -20.6% | -15.3% |
| 30D | -10.8% | +5.6% | -16.3% | -9.6% |
| 3M | -6.3% | +7.3% | -13.5% | -4.6% |
| 6M | -12.5% | +18.8% | -31.4% | -9.0% |
| YTD | +76.9% | +17.9% | +59.0% | +86.4% |
| 1Y | +51.8% | +19.3% | +32.5% | +58.7% |
| All | +51.8% | +18.2% | +33.6% | +58.7% |
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 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