+442.7%
VMC vs NWSA
+127.4%
+315.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -4.3% | -1.9% | -2.5% | -3.6% |
| 30D | -8.2% | +4.6% | -12.8% | -10.0% |
| 3M | -7.0% | +13.2% | -20.3% | -11.7% |
| 6M | -10.8% | +27.0% | -37.8% | -19.2% |
| YTD | -7.4% | +16.8% | -24.2% | -13.9% |
| 1Y | -9.5% | +4.5% | -14.0% | -12.3% |
| 3Y | +20.5% | +46.2% | -25.8% | +0.9% |
| 5Y | +51.6% | +40.9% | +10.6% | +25.9% |
| 10Y | +150.0% | +145.1% | +4.9% | +55.9% |
| All | +442.7% | +127.4% | +315.3% | +246.9% |
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