+219.8%
VT vs NWSA
+159.6%
+60.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +0.4% | -10.5% | +10.9% | +4.0% |
| 30D | -2.6% | -8.8% | +6.2% | +0.2% |
| 3M | -3.2% | -6.5% | +3.3% | -1.5% |
| 6M | +0.9% | -1.3% | +2.3% | +0.2% |
| YTD | +11.3% | +2.5% | +8.8% | +8.4% |
| 1Y | +14.0% | +0.2% | +13.8% | +12.0% |
| 3Y | +75.8% | +27.6% | +48.2% | +56.0% |
| 5Y | +57.8% | +17.0% | +40.8% | +40.8% |
| 10Y | +219.8% | +148.3% | +71.5% | +106.2% |
| All | +219.8% | +159.6% | +60.2% | +106.2% |
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 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