+133.0%
VNQ vs NWSA
+120.6%
+12.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.6% | -4.8% | +2.1% | -1.1% |
| 30D | -2.3% | +3.0% | -5.3% | -3.3% |
| 3M | -2.8% | +9.3% | -12.1% | -5.8% |
| 6M | +2.5% | +23.2% | -20.7% | -4.7% |
| YTD | +8.4% | +13.3% | -4.9% | +3.2% |
| 1Y | +6.8% | +2.9% | +3.9% | +4.7% |
| 3Y | +29.9% | +43.3% | -13.4% | +13.3% |
| 5Y | +7.2% | +40.9% | -33.7% | -8.2% |
| 10Y | +62.5% | +148.1% | -85.6% | +8.3% |
| All | +133.0% | +120.6% | +12.4% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling