+192.7%
VLO vs NWSA
+44.8%
+147.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +3.7% |
| 7D | +5.8% | -2.6% | +8.4% | +6.4% |
| 30D | +28.3% | +4.6% | +23.8% | +27.0% |
| 3M | +48.7% | +10.2% | +38.5% | +45.1% |
| 6M | +71.9% | +21.6% | +50.3% | +62.7% |
| YTD | +138.7% | +14.6% | +124.0% | +129.1% |
| 1Y | +148.5% | +0.4% | +148.1% | +151.7% |
| 3Y | +192.7% | +45.0% | +147.7% | +155.4% |
| All | +192.7% | +44.8% | +147.9% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling