+601.3%
VRTX vs NWSA
+127.4%
+473.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.4% |
| 30D | +12.6% | +4.6% | +8.1% | +11.0% |
| 3M | +23.6% | +13.2% | +10.4% | +18.7% |
| 6M | +14.3% | +27.0% | -12.7% | +5.7% |
| YTD | +20.5% | +16.8% | +3.6% | +14.0% |
| 1Y | +37.6% | +4.5% | +33.1% | +34.3% |
| 3Y | +55.5% | +46.2% | +9.3% | +34.7% |
| 5Y | +175.7% | +40.9% | +134.8% | +134.3% |
| 10Y | +474.2% | +145.1% | +329.1% | +253.3% |
| All | +601.3% | +127.4% | +473.9% | +355.4% |
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 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