+473.2%
VLO vs NWSA
+18.8%
+454.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | +9.6% | +2.2% | +7.4% | +9.0% |
| 30D | -17.4% | -8.8% | -8.6% | -15.8% |
| 3M | +10.8% | -6.5% | +17.3% | +12.1% |
| 6M | +56.9% | +1.5% | +55.4% | +54.9% |
| YTD | +136.8% | +4.0% | +132.7% | +130.6% |
| 1Y | +120.7% | +3.4% | +117.2% | +115.3% |
| 3Y | +231.9% | +34.8% | +197.1% | +198.0% |
| All | +473.2% | +18.8% | +454.5% | +434.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling