+404.6%
VIAV vs NWSA
+149.4%
+255.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +11.2% | -2.8% | +14.0% | +12.3% |
| 30D | -10.1% | +3.0% | -13.1% | -11.4% |
| 3M | -22.9% | +12.3% | -35.2% | -27.5% |
| 6M | +28.8% | +21.9% | +6.9% | +16.2% |
| YTD | +117.5% | +13.6% | +103.9% | +100.8% |
| 1Y | +216.1% | +0.5% | +215.6% | +207.5% |
| 3Y | +292.2% | +43.8% | +248.5% | +222.3% |
| 5Y | +141.0% | +41.2% | +99.8% | +93.2% |
| All | +404.6% | +149.4% | +255.2% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling