+13.5%
VT vs NWSA
+14.0%
-0.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -1.6% |
| 30D | -2.5% | +2.7% | -5.2% | -2.6% |
| 3M | -1.3% | +5.8% | -7.1% | -1.5% |
| 6M | +3.1% | +12.6% | -9.6% | +2.4% |
| YTD | +10.9% | +13.6% | -2.7% | +9.9% |
| All | +13.5% | +14.0% | -0.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling