+82.7%
VTRS vs NWSA
+3.5%
+79.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.4% | +12.1% | +0.9% |
| 7D | -1.2% | -10.1% | +8.9% | +0.3% |
| 30D | +8.2% | -7.3% | +15.4% | +9.2% |
| 3M | +8.3% | -8.6% | +16.9% | +9.6% |
| 6M | +24.1% | +4.4% | +19.6% | +22.0% |
| YTD | +56.0% | +2.1% | +53.8% | +54.5% |
| 1Y | +82.7% | +4.1% | +78.7% | +79.5% |
| All | +82.7% | +3.5% | +79.2% | +79.5% |
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