+80.0%
VUG vs NWSA
+31.9%
+48.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | -1.1% | -12.2% | +11.1% | +3.1% |
| 30D | -7.0% | -8.7% | +1.7% | -4.4% |
| 3M | -3.7% | -6.0% | +2.3% | -2.2% |
| 6M | -1.6% | -0.3% | -1.3% | -2.6% |
| YTD | +5.1% | +3.5% | +1.7% | +2.2% |
| 1Y | +3.8% | +0.8% | +3.0% | +2.1% |
| All | +80.0% | +31.9% | +48.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling