+625.6%
VUG vs NWSA
+101.5%
+524.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | -1.1% | -12.2% | +11.1% | +3.6% |
| 30D | -7.0% | -8.7% | +1.7% | -4.1% |
| 3M | -3.7% | -6.0% | +2.3% | -2.0% |
| 6M | -1.6% | -0.3% | -1.3% | -2.7% |
| YTD | +5.1% | +3.5% | +1.7% | +2.0% |
| 1Y | +3.8% | +0.8% | +3.0% | +1.7% |
| 3Y | +79.9% | +31.1% | +48.7% | +58.0% |
| 5Y | +66.4% | +18.8% | +47.6% | +48.3% |
| 10Y | +405.3% | +147.9% | +257.4% | +223.6% |
| All | +625.6% | +101.5% | +524.1% | +393.4% |
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 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