-13.0%
VFC vs NWSA
+3.0%
-16.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -1.4% | -2.8% | +1.4% | -0.5% |
| 30D | -9.0% | +3.0% | -12.0% | -9.9% |
| 3M | -24.2% | +12.3% | -36.5% | -27.6% |
| 6M | -18.5% | +21.9% | -40.4% | -24.6% |
| YTD | -25.9% | +13.6% | -39.4% | -29.9% |
| 1Y | -13.0% | +0.5% | -13.5% | -24.0% |
| All | -13.0% | +3.0% | -16.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling