-15.6%
VMC vs NWSA
+3.0%
-18.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -2.8% | -1.0% | -3.6% |
| 30D | -9.7% | +3.0% | -12.7% | -9.8% |
| 3M | -9.6% | +12.3% | -21.9% | -10.1% |
| 6M | -4.8% | +21.9% | -26.7% | -5.6% |
| YTD | -10.9% | +13.6% | -24.4% | -10.6% |
| 1Y | -15.6% | +0.5% | -16.1% | -11.6% |
| All | -15.6% | +3.0% | -18.6% | -11.6% |
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