+69.2%
VTRS vs NWSA
+5.5%
+63.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.1% |
| 7D | +3.3% | -1.9% | +5.2% | +3.6% |
| 30D | -3.6% | +4.6% | -8.2% | -4.2% |
| 3M | +7.0% | +13.2% | -6.3% | +4.6% |
| 6M | +17.5% | +27.0% | -9.5% | +13.4% |
| YTD | +38.8% | +16.8% | +21.9% | +35.3% |
| 1Y | +69.2% | +4.5% | +64.7% | +61.5% |
| All | +69.2% | +5.5% | +63.7% | +61.5% |
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