+22.7%
VWO vs NWSA
+5.5%
+17.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +1.1% | -1.9% | +2.9% | +1.1% |
| 30D | +2.4% | +4.6% | -2.2% | +2.3% |
| 3M | +2.0% | +13.2% | -11.2% | +1.7% |
| 6M | +10.7% | +27.0% | -16.3% | +8.9% |
| YTD | +14.4% | +16.8% | -2.4% | +13.3% |
| 1Y | +22.7% | +4.5% | +18.2% | +22.9% |
| All | +22.7% | +5.5% | +17.2% | +22.9% |
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