+128.6%
VWO vs NWSA
+122.3%
+6.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.2% | -3.1% | +3.2% | +1.1% |
| 30D | +0.9% | +4.3% | -3.4% | -0.5% |
| 3M | +4.3% | +9.2% | -5.0% | +0.8% |
| 6M | +10.5% | +21.6% | -11.0% | +3.1% |
| YTD | +13.4% | +14.2% | -0.9% | +7.5% |
| 1Y | +18.6% | +1.8% | +16.8% | +16.4% |
| 3Y | +65.8% | +44.4% | +21.4% | +43.0% |
| 5Y | +35.2% | +41.0% | -5.7% | +14.5% |
| 10Y | +116.6% | +150.0% | -33.4% | +38.8% |
| All | +128.6% | +122.3% | +6.2% | +51.9% |
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 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