+145.7%
VMC vs NWSA
+149.4%
-3.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -2.8% | -1.0% | -2.7% |
| 30D | -9.7% | +3.0% | -12.7% | -10.8% |
| 3M | -9.6% | +12.3% | -21.9% | -13.9% |
| 6M | -4.8% | +21.9% | -26.7% | -12.5% |
| YTD | -10.9% | +13.6% | -24.4% | -16.3% |
| 1Y | -15.6% | +0.5% | -16.1% | -16.9% |
| 3Y | +19.3% | +43.8% | -24.4% | +0.2% |
| 5Y | +48.0% | +41.2% | +6.8% | +22.3% |
| All | +145.7% | +149.4% | -3.6% | +49.4% |
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 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