+1,484.6%
VLO vs NWSA
+127.4%
+1,357.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +5.2% | -1.9% | +7.1% | +6.1% |
| 30D | +22.6% | +4.6% | +18.0% | +20.0% |
| 3M | +43.8% | +13.2% | +30.5% | +34.8% |
| 6M | +65.7% | +27.0% | +38.7% | +46.2% |
| YTD | +131.1% | +16.8% | +114.3% | +110.3% |
| 1Y | +143.6% | +4.5% | +139.1% | +133.1% |
| 3Y | +201.4% | +46.2% | +155.2% | +140.3% |
| 5Y | +568.9% | +40.9% | +528.0% | +418.8% |
| 10Y | +891.8% | +145.1% | +746.7% | +417.1% |
| All | +1,484.6% | +127.4% | +1,357.2% | +734.5% |
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