-34.4%
VTRS vs NWSA
+120.6%
-155.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -3.3% | -4.8% | +1.4% | -1.4% |
| 30D | +1.4% | +3.0% | -1.6% | +0.2% |
| 3M | +4.6% | +9.3% | -4.7% | +0.6% |
| 6M | +18.1% | +23.2% | -5.1% | +8.1% |
| YTD | +34.7% | +13.3% | +21.3% | +26.7% |
| 1Y | +65.6% | +2.9% | +62.7% | +61.4% |
| 3Y | +83.8% | +43.3% | +40.5% | +54.6% |
| 5Y | +46.5% | +40.9% | +5.6% | +20.8% |
| 10Y | -48.6% | +148.1% | -196.7% | -68.9% |
| All | -34.4% | +120.6% | -155.0% | -59.5% |
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 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