+67.0%
VSH vs NWSA
+40.1%
+27.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.5% | -3.1% | +6.6% | +4.9% |
| 30D | -4.4% | +4.3% | -8.7% | -6.3% |
| 3M | -45.8% | +9.2% | -55.0% | -49.2% |
| 6M | +90.1% | +21.6% | +68.6% | +66.5% |
| YTD | +120.3% | +14.2% | +106.1% | +98.8% |
| 1Y | +112.2% | +1.8% | +110.5% | +104.8% |
| 3Y | +36.6% | +44.4% | -7.9% | +10.5% |
| 5Y | +67.0% | +41.0% | +26.1% | +33.5% |
| All | +67.0% | +40.1% | +27.0% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling