+95.8%
NWSA vs VCLT
+45.0%
+50.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.9% |
| 30D | -8.8% | +0.8% | -9.5% | -8.9% |
| 3M | -6.5% | -2.7% | -3.8% | -5.7% |
| 6M | +1.5% | -4.3% | +5.8% | +2.8% |
| YTD | +4.0% | -4.3% | +8.4% | +5.3% |
| 1Y | +3.4% | -4.4% | +7.8% | +4.8% |
| 3Y | +34.8% | +13.8% | +21.1% | +30.2% |
| 5Y | +18.4% | -17.0% | +35.3% | +19.2% |
| 10Y | +149.2% | +20.9% | +128.2% | +159.2% |
| All | +95.8% | +45.0% | +50.8% | +109.5% |
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