-4.4%
VSAT vs NWSA
+102.5%
-106.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.4% |
| 7D | +5.9% | +2.2% | +3.7% | +4.6% |
| 30D | +9.7% | -8.8% | +18.5% | +14.5% |
| 3M | -18.3% | -6.5% | -11.8% | -16.4% |
| 6M | -4.1% | +1.5% | -5.6% | -8.2% |
| YTD | +96.5% | +4.0% | +92.5% | +82.8% |
| 1Y | +89.3% | +3.4% | +85.8% | +76.5% |
| 3Y | +270.1% | +34.8% | +235.2% | +200.6% |
| 5Y | +26.4% | +18.4% | +8.0% | +7.8% |
| 10Y | -16.5% | +149.2% | -165.7% | -53.0% |
| All | -4.4% | +102.5% | -106.9% | -42.4% |
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