-99.8%
NWGL vs VT
+69.7%
-169.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.2% | -7.2% |
| 7D | -57.3% | -2.3% | -54.9% | -55.3% |
| 30D | -97.5% | -5.0% | -92.5% | -97.2% |
| 3M | -89.2% | -4.9% | -84.4% | -88.3% |
| 6M | -96.7% | -1.5% | -95.1% | -96.4% |
| YTD | -97.8% | +8.5% | -106.3% | -97.7% |
| 1Y | -97.5% | +11.4% | -108.9% | -97.5% |
| 3Y | -99.8% | +70.1% | -169.8% | -99.8% |
| All | -99.8% | +69.7% | -169.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling