-99.7%
NWGL vs VT
+70.6%
-170.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.9% |
| 7D | -11.0% | +2.9% | -13.9% | -13.1% |
| 30D | -97.5% | -2.5% | -94.9% | -97.3% |
| 3M | -91.4% | -3.3% | -88.0% | -90.8% |
| 6M | -96.6% | +1.5% | -98.2% | -96.5% |
| YTD | -97.9% | +11.4% | -109.2% | -97.9% |
| 1Y | -97.6% | +11.9% | -109.5% | -97.6% |
| 3Y | -99.7% | +73.9% | -173.6% | -99.7% |
| All | -99.7% | +70.6% | -170.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling