+174.9%
VSH vs NWSA
+127.4%
+47.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.4% |
| 7D | +4.1% | -1.9% | +5.9% | +5.0% |
| 30D | -4.2% | +4.6% | -8.7% | -6.7% |
| 3M | -50.0% | +13.2% | -63.2% | -54.4% |
| 6M | +80.2% | +27.0% | +53.2% | +53.5% |
| YTD | +121.1% | +16.8% | +104.3% | +95.9% |
| 1Y | +112.0% | +4.5% | +107.5% | +99.5% |
| 3Y | +22.5% | +46.2% | -23.7% | -3.0% |
| 5Y | +64.0% | +40.9% | +23.1% | +28.4% |
| 10Y | +170.4% | +145.1% | +25.2% | +47.0% |
| All | +174.9% | +127.4% | +47.5% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling