+137.2%
NWSA vs VO
+200.3%
-63.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -2.8% | -1.5% | -1.3% | -1.4% |
| 30D | +3.0% | -3.0% | +6.1% | +6.1% |
| 3M | +12.3% | +2.8% | +9.5% | +9.0% |
| 6M | +21.9% | +10.9% | +10.9% | +9.4% |
| YTD | +13.6% | +12.5% | +1.1% | +0.3% |
| 1Y | +0.5% | +12.0% | -11.5% | -10.8% |
| 3Y | +43.8% | +56.3% | -12.5% | -8.7% |
| 5Y | +41.2% | +42.9% | -1.8% | -1.7% |
| All | +137.2% | +200.3% | -63.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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