+137.2%
NWSA vs VCLT
+17.1%
+120.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | +3.0% | -1.2% | +4.2% | +3.5% |
| 3M | +12.3% | -4.8% | +17.1% | +14.4% |
| 6M | +21.9% | -2.6% | +24.4% | +23.0% |
| YTD | +13.6% | -3.3% | +16.9% | +14.9% |
| 1Y | +0.5% | -4.8% | +5.3% | +2.3% |
| 3Y | +43.8% | +11.5% | +32.2% | +37.8% |
| 5Y | +41.2% | -17.0% | +58.1% | +44.6% |
| All | +137.2% | +17.1% | +120.1% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling