+94.1%
VICI vs NWSA
+98.7%
-4.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -3.6% | -4.8% | +1.2% | -1.7% |
| 30D | -4.8% | +3.0% | -7.8% | -5.9% |
| 3M | -11.5% | +9.3% | -20.8% | -14.8% |
| 6M | -12.8% | +23.2% | -36.0% | -20.2% |
| YTD | -9.1% | +13.3% | -22.5% | -14.4% |
| 1Y | -20.5% | +2.9% | -23.4% | -22.5% |
| 3Y | -5.8% | +43.3% | -49.1% | -21.4% |
| 5Y | +9.1% | +40.9% | -31.8% | -11.3% |
| All | +94.1% | +98.7% | -4.6% | +14.6% |
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