+111.1%
VSH vs NWSA
+148.1%
-37.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -5.6% |
| 7D | +14.3% | +2.2% | +12.1% | +13.1% |
| 30D | -7.9% | -8.8% | +0.9% | -3.4% |
| 3M | -19.9% | -6.5% | -13.4% | -17.6% |
| 6M | -30.5% | +1.5% | -32.0% | -33.8% |
| YTD | +85.7% | +4.0% | +81.6% | +72.5% |
| 1Y | +98.9% | +3.4% | +95.5% | +85.7% |
| 3Y | +32.1% | +34.8% | -2.8% | +6.5% |
| 5Y | +39.7% | +18.4% | +21.3% | +17.5% |
| All | +111.1% | +148.1% | -37.0% | +5.0% |
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 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