+61.8%
VNQ vs NWSA
+149.4%
-87.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | -2.6% | +3.0% | -5.6% | -3.6% |
| 3M | -2.0% | +12.3% | -14.3% | -6.2% |
| 6M | +4.3% | +21.9% | -17.5% | -3.2% |
| YTD | +9.2% | +13.6% | -4.3% | +3.5% |
| 1Y | +5.6% | +0.5% | +5.1% | +4.2% |
| 3Y | +30.8% | +43.8% | -12.9% | +12.4% |
| 5Y | +8.0% | +41.2% | -33.2% | -9.2% |
| All | +61.8% | +149.4% | -87.6% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling