+382.7%
VIAV vs NWSA
+122.3%
+260.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +13.6% | -3.1% | +16.6% | +14.8% |
| 30D | +5.3% | +4.3% | +1.0% | +3.3% |
| 3M | -15.6% | +9.2% | -24.8% | -19.8% |
| 6M | +34.0% | +21.6% | +12.4% | +21.2% |
| YTD | +119.9% | +14.2% | +105.6% | +102.8% |
| 1Y | +235.2% | +1.8% | +233.4% | +224.1% |
| 3Y | +299.8% | +44.4% | +255.3% | +229.8% |
| 5Y | +140.1% | +41.0% | +99.1% | +94.1% |
| 10Y | +420.3% | +150.0% | +270.3% | +204.6% |
| All | +382.7% | +122.3% | +260.3% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling