+100.4%
VTR vs NWSA
+122.3%
-21.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -2.9% | -3.1% | +0.2% | -1.9% |
| 30D | -2.8% | +4.3% | -7.1% | -4.2% |
| 3M | +9.0% | +9.2% | -0.2% | +5.4% |
| 6M | +5.0% | +21.6% | -16.6% | -2.5% |
| YTD | +16.9% | +14.2% | +2.7% | +10.5% |
| 1Y | +34.3% | +1.8% | +32.5% | +31.7% |
| 3Y | +131.6% | +44.4% | +87.1% | +96.7% |
| 5Y | +88.0% | +41.0% | +47.0% | +56.6% |
| 10Y | +97.8% | +150.0% | -52.3% | +23.2% |
| All | +100.4% | +122.3% | -21.9% | +25.8% |
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