+63.4%
VSH vs NWSA
+18.2%
+45.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.7% | -8.8% | -2.9% |
| 7D | -13.6% | +4.3% | -17.9% | -11.4% |
| 30D | -30.4% | +5.6% | -35.9% | -27.9% |
| 3M | -33.3% | +7.3% | -40.5% | -30.1% |
| 6M | -15.1% | +18.8% | -33.9% | -8.9% |
| YTD | +80.2% | +17.9% | +62.3% | +96.0% |
| 1Y | +63.4% | +19.3% | +44.0% | +76.0% |
| All | +63.4% | +18.2% | +45.1% | +76.0% |
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