-82.7%
NWL vs VT
+215.5%
-298.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | +5.6% | -2.3% | +7.9% | +8.9% |
| 30D | -4.4% | -5.0% | +0.6% | +2.0% |
| 3M | -8.1% | -4.9% | -3.2% | -2.0% |
| 6M | +22.2% | -1.5% | +23.7% | +24.1% |
| YTD | +54.0% | +8.5% | +45.6% | +38.6% |
| 1Y | +87.9% | +11.4% | +76.6% | +63.5% |
| 3Y | -10.0% | +70.1% | -80.0% | -52.2% |
| 5Y | -71.2% | +53.7% | -124.9% | -82.7% |
| All | -82.7% | +215.5% | -298.3% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling