+476.9%
VMC vs NWSA
+102.5%
+374.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.6% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | +15.5% | -8.8% | +24.2% | +19.3% |
| 3M | +0.6% | -6.5% | +7.1% | +2.8% |
| 6M | +2.1% | +1.5% | +0.6% | +0.6% |
| YTD | -1.6% | +4.0% | -5.6% | -4.7% |
| 1Y | -1.2% | +3.4% | -4.6% | -4.2% |
| 3Y | +35.3% | +34.8% | +0.5% | +16.6% |
| 5Y | +43.6% | +18.4% | +25.2% | +27.3% |
| 10Y | +126.7% | +149.2% | -22.4% | +40.8% |
| All | +476.9% | +102.5% | +374.4% | +284.1% |
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