+617.1%
VUG vs NWSA
+102.5%
+514.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | +2.5% | +2.2% | +0.3% | +1.7% |
| 30D | -6.3% | -8.8% | +2.5% | -3.4% |
| 3M | -6.0% | -6.5% | +0.5% | -4.2% |
| 6M | -3.5% | +1.5% | -5.0% | -5.3% |
| YTD | +3.9% | +4.0% | -0.1% | +0.6% |
| 1Y | +5.1% | +3.4% | +1.7% | +1.9% |
| 3Y | +77.9% | +34.8% | +43.0% | +54.6% |
| 5Y | +62.4% | +18.4% | +44.1% | +44.8% |
| 10Y | +399.4% | +149.2% | +250.2% | +219.1% |
| All | +617.1% | +102.5% | +514.6% | +386.6% |
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