+19.3%
NWSA vs VCLT
-3.2%
+22.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +5.6% | +3.9% | +1.6% | +4.1% |
| 3M | +7.3% | -1.9% | +9.2% | +7.8% |
| 6M | +18.8% | -2.6% | +21.5% | +19.6% |
| YTD | +17.9% | -3.1% | +21.0% | +18.6% |
| 1Y | +19.3% | -3.6% | +22.9% | +20.0% |
| All | +19.3% | -3.2% | +22.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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