+148.3%
VLO vs NWSA
+1.3%
+147.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | +4.0% | -4.8% | +8.7% | +3.4% |
| 30D | +19.0% | +3.0% | +16.0% | +19.3% |
| 3M | +50.0% | +9.3% | +40.7% | +51.5% |
| 6M | +79.1% | +23.2% | +55.9% | +83.4% |
| YTD | +140.3% | +13.3% | +126.9% | +144.2% |
| 1Y | +148.3% | +2.9% | +145.4% | +156.6% |
| All | +148.3% | +1.3% | +147.0% | +156.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling