+113.0%
NWS price history and return analytics
+278.1%
-165.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -8.8% | -2.3% | -6.4% | -6.0% |
| 30D | -8.1% | -5.0% | -3.2% | -2.8% |
| 3M | -14.2% | -4.9% | -9.4% | -9.5% |
| 6M | -3.9% | -1.5% | -2.4% | -3.0% |
| YTD | -1.6% | +8.5% | -10.1% | -11.0% |
| 1Y | +2.4% | +11.4% | -9.0% | -10.0% |
| 3Y | +31.6% | +70.1% | -38.5% | -27.5% |
| 5Y | +24.4% | +53.7% | -29.3% | -22.8% |
| 10Y | +166.0% | +220.0% | -54.0% | -22.9% |
| All | +113.0% | +278.1% | -165.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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