+9.4%
VG vs NWSA
+2.1%
+7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.1% |
| 7D | -2.5% | -2.6% | +0.1% | -2.6% |
| 30D | +11.1% | +4.6% | +6.5% | +11.1% |
| 3M | +14.9% | +10.2% | +4.7% | +15.8% |
| 6M | +18.4% | +21.6% | -3.3% | +17.4% |
| YTD | +116.6% | +14.6% | +101.9% | +119.3% |
| 1Y | +9.4% | +0.4% | +9.0% | +7.5% |
| All | +9.4% | +2.1% | +7.3% | +7.5% |
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