+175.8%
VSH vs NWSA
+148.8%
+27.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | +3.1% | -4.8% | +7.8% | +5.7% |
| 30D | -5.7% | +3.0% | -8.7% | -7.4% |
| 3M | -42.5% | +9.3% | -51.8% | -46.7% |
| 6M | +82.7% | +23.2% | +59.5% | +56.8% |
| YTD | +118.2% | +13.3% | +104.9% | +95.2% |
| 1Y | +109.7% | +2.9% | +106.8% | +98.3% |
| 3Y | +35.3% | +43.3% | -8.0% | +6.5% |
| 5Y | +65.6% | +40.9% | +24.7% | +27.1% |
| All | +175.8% | +148.8% | +27.0% | +41.5% |
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 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