+938.9%
VLO vs NWSA
+144.0%
+794.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +6.2% | -3.1% | +9.3% | +7.8% |
| 30D | +23.5% | +4.3% | +19.2% | +20.9% |
| 3M | +53.9% | +9.2% | +44.6% | +46.5% |
| 6M | +81.7% | +21.6% | +60.1% | +63.0% |
| YTD | +142.5% | +14.2% | +128.2% | +122.3% |
| 1Y | +145.4% | +1.8% | +143.7% | +137.7% |
| 3Y | +197.3% | +44.4% | +152.9% | +135.6% |
| 5Y | +614.6% | +41.0% | +573.6% | +445.1% |
| 10Y | +938.9% | +150.0% | +788.8% | +392.7% |
| All | +938.9% | +144.0% | +794.9% | +392.7% |
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