+237.5%
VIK vs NWSA
+27.7%
+209.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.7% |
| 7D | +3.6% | -2.6% | +6.2% | +5.1% |
| 30D | -16.7% | +4.6% | -21.3% | -19.1% |
| 3M | -1.1% | +10.2% | -11.3% | -7.6% |
| 6M | +27.8% | +21.6% | +6.2% | +10.9% |
| YTD | +23.3% | +14.6% | +8.7% | +11.2% |
| 1Y | +38.2% | +0.4% | +37.8% | +39.6% |
| All | +237.5% | +27.7% | +209.8% | +172.9% |
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