+95.8%
NWSA vs VO
+312.7%
-216.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.2% | +3.1% | -0.9% | -0.9% |
| 30D | -8.8% | +2.2% | -11.0% | -10.4% |
| 3M | -6.5% | -2.5% | -4.0% | -3.9% |
| 6M | +1.5% | +7.0% | -5.5% | -5.2% |
| YTD | +4.0% | +14.0% | -10.0% | -9.3% |
| 1Y | +3.4% | +15.6% | -12.2% | -11.2% |
| 3Y | +34.8% | +66.2% | -31.3% | -20.0% |
| 5Y | +18.4% | +36.6% | -18.3% | -14.1% |
| 10Y | +149.2% | +199.0% | -49.8% | -18.9% |
| All | +95.8% | +312.7% | -216.9% | -49.3% |
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