+41.2%
NWSA vs VCLT
-17.2%
+58.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.1% |
| 30D | +3.0% | -1.2% | +4.2% | +3.6% |
| 3M | +12.3% | -4.8% | +17.1% | +15.1% |
| 6M | +21.9% | -2.6% | +24.4% | +23.4% |
| YTD | +13.6% | -3.3% | +16.9% | +15.4% |
| 1Y | +0.5% | -4.8% | +5.3% | +2.9% |
| 3Y | +43.8% | +11.5% | +32.2% | +34.9% |
| All | +41.2% | -17.2% | +58.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling