+80.2%
VSH vs NWSA
+28.2%
+52.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +2.4% |
| 7D | +4.1% | -1.9% | +5.9% | +1.9% |
| 30D | -4.2% | +4.6% | -8.7% | +1.5% |
| 3M | -50.0% | +13.2% | -63.2% | -40.0% |
| 6M | +80.2% | +27.0% | +53.2% | +117.6% |
| All | +80.2% | +28.2% | +52.0% | +117.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling