+432.5%
VRTX vs NWSA
+150.8%
+281.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.4% | -3.1% | -3.3% | -5.7% |
| 30D | -0.5% | +4.3% | -4.8% | -1.6% |
| 3M | +16.9% | +9.2% | +7.7% | +14.2% |
| 6M | +13.1% | +21.6% | -8.5% | +7.4% |
| YTD | +14.9% | +14.2% | +0.7% | +10.6% |
| 1Y | +31.4% | +1.8% | +29.7% | +29.9% |
| 3Y | +51.9% | +44.4% | +7.5% | +35.8% |
| 5Y | +177.1% | +41.0% | +136.1% | +143.1% |
| All | +432.5% | +150.8% | +281.7% | +252.4% |
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