+470.4%
VRTX vs NWSA
+148.1%
+322.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.4% |
| 7D | -1.6% | +2.2% | -3.7% | -2.1% |
| 30D | +8.0% | -8.8% | +16.8% | +10.1% |
| 3M | +4.3% | -6.5% | +10.8% | +5.6% |
| 6M | +18.9% | +1.5% | +17.4% | +17.8% |
| YTD | +18.8% | +4.0% | +14.8% | +16.6% |
| 1Y | +24.0% | +3.4% | +20.5% | +21.8% |
| 3Y | +42.1% | +34.8% | +7.3% | +29.4% |
| 5Y | +187.6% | +18.4% | +169.2% | +164.7% |
| All | +470.4% | +148.1% | +322.3% | +276.1% |
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 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