+115.8%
NWSA vs VCLT
+48.4%
+67.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -2.6% | +0.3% | -3.0% | -2.7% |
| 30D | +4.6% | -0.6% | +5.1% | +4.7% |
| 3M | +10.2% | -2.2% | +12.4% | +10.9% |
| 6M | +21.6% | -2.9% | +24.5% | +22.6% |
| YTD | +14.6% | -2.1% | +16.7% | +15.3% |
| 1Y | +0.4% | -2.6% | +2.9% | +1.1% |
| 3Y | +45.0% | +12.5% | +32.5% | +40.1% |
| 5Y | +41.3% | -15.3% | +56.6% | +41.4% |
| 10Y | +142.8% | +16.6% | +126.2% | +147.7% |
| All | +115.8% | +48.4% | +67.4% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling