+177.6%
VXUS vs NWSA
+127.4%
+50.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.6% |
| 30D | +2.2% | +4.6% | -2.4% | +0.6% |
| 3M | +3.0% | +13.2% | -10.3% | -1.6% |
| 6M | +10.7% | +27.0% | -16.3% | +1.6% |
| YTD | +17.8% | +16.8% | +1.0% | +10.8% |
| 1Y | +27.6% | +4.5% | +23.1% | +24.2% |
| 3Y | +73.3% | +46.2% | +27.1% | +49.0% |
| 5Y | +54.3% | +40.9% | +13.4% | +31.0% |
| 10Y | +149.8% | +145.1% | +4.7% | +63.7% |
| All | +177.6% | +127.4% | +50.2% | +84.4% |
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