+5.2%
VUG vs NWSA
+18.2%
-13.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.3% |
| 7D | -3.0% | +4.3% | -7.3% | -3.2% |
| 30D | -6.4% | +5.6% | -12.0% | -6.8% |
| 3M | -3.2% | +7.3% | -10.5% | -3.7% |
| 6M | +3.1% | +18.8% | -15.7% | +1.3% |
| YTD | +6.3% | +17.9% | -11.6% | +4.7% |
| 1Y | +5.2% | +19.3% | -14.2% | +3.4% |
| All | +5.2% | +18.2% | -13.1% | +3.4% |
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