-20.9%
VST vs NWSA
+5.5%
-26.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.0% |
| 7D | +8.9% | -1.9% | +10.8% | +8.3% |
| 30D | +6.2% | +4.6% | +1.6% | +7.6% |
| 3M | -2.7% | +13.2% | -16.0% | +1.1% |
| 6M | -8.4% | +27.0% | -35.3% | -4.1% |
| YTD | -7.2% | +16.8% | -24.0% | -3.8% |
| 1Y | -20.9% | +4.5% | -25.4% | -22.7% |
| All | -20.9% | +5.5% | -26.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling