+75.3%
VIAV vs NWSA
+18.2%
+57.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -6.0% | +0.5% |
| 7D | -14.7% | +4.3% | -19.0% | -12.0% |
| 30D | -37.4% | +5.6% | -42.9% | -34.6% |
| 3M | -27.1% | +7.3% | -34.4% | -22.7% |
| 6M | -44.0% | +18.8% | -62.9% | -37.1% |
| YTD | +64.9% | +17.9% | +47.0% | +88.7% |
| 1Y | +75.3% | +19.3% | +56.0% | +99.3% |
| All | +75.3% | +18.2% | +57.1% | +99.3% |
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