+1,002.6%
VST vs NWSA
+106.8%
+895.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.7% |
| 7D | -9.8% | -9.4% | -0.4% | -7.4% |
| 30D | -25.1% | -7.8% | -17.4% | -23.7% |
| 3M | -11.6% | -10.8% | -0.8% | -9.2% |
| 6M | -20.9% | +1.1% | -22.0% | -22.8% |
| YTD | -22.3% | +1.8% | -24.1% | -24.7% |
| 1Y | -32.0% | +6.0% | -38.0% | -35.2% |
| 3Y | +262.4% | +24.6% | +237.8% | +227.8% |
| 5Y | +563.4% | +13.1% | +550.2% | +502.6% |
| 10Y | +1,120.7% | +148.5% | +972.2% | +658.9% |
| All | +1,002.6% | +106.8% | +895.8% | +597.1% |
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 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