+119.9%
NWSA vs VO
+313.4%
-193.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.6% |
| 30D | +4.6% | -0.3% | +4.9% | +4.8% |
| 3M | +13.2% | +2.9% | +10.3% | +9.6% |
| 6M | +27.0% | +9.3% | +17.6% | +15.4% |
| YTD | +16.8% | +14.2% | +2.6% | +1.4% |
| 1Y | +4.5% | +15.3% | -10.7% | -10.1% |
| 3Y | +46.2% | +56.2% | -10.0% | -7.8% |
| 5Y | +40.9% | +42.4% | -1.5% | -2.2% |
| 10Y | +145.1% | +194.7% | -49.6% | -19.1% |
| All | +119.9% | +313.4% | -193.5% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling