+5.6%
VNQ vs NWSA
+3.0%
+2.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | -2.6% | +3.0% | -5.6% | -3.0% |
| 3M | -2.0% | +12.3% | -14.3% | -3.7% |
| 6M | +4.3% | +21.9% | -17.5% | +1.3% |
| YTD | +9.2% | +13.6% | -4.3% | +7.3% |
| 1Y | +5.6% | +0.5% | +5.1% | +4.2% |
| All | +5.6% | +3.0% | +2.6% | +4.2% |
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