+652.3%
VUG vs NWSA
+127.4%
+524.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.6% |
| 30D | -0.3% | +4.6% | -4.9% | -2.1% |
| 3M | -0.7% | +13.2% | -13.9% | -5.8% |
| 6M | +14.6% | +27.0% | -12.4% | +3.8% |
| YTD | +9.0% | +16.8% | -7.8% | +1.6% |
| 1Y | +14.9% | +4.5% | +10.4% | +11.3% |
| 3Y | +86.0% | +46.2% | +39.8% | +57.5% |
| 5Y | +76.7% | +40.9% | +35.8% | +48.4% |
| 10Y | +411.3% | +145.1% | +266.2% | +227.3% |
| All | +652.3% | +127.4% | +524.9% | +391.3% |
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