-80.7%
NWL vs VT
+217.6%
-298.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | +5.3% | -0.1% | +5.5% | +5.8% |
| 30D | +5.1% | -3.1% | +8.2% | +9.6% |
| 3M | +1.7% | -3.5% | +5.2% | +6.6% |
| 6M | +34.8% | +0.5% | +34.3% | +33.6% |
| YTD | +67.0% | +10.8% | +56.2% | +46.5% |
| 1Y | +96.2% | +11.9% | +84.3% | +69.8% |
| 3Y | +0.5% | +73.0% | -72.5% | -47.7% |
| 5Y | -68.8% | +58.6% | -127.4% | -81.9% |
| 10Y | -80.7% | +219.2% | -299.9% | -95.2% |
| All | -80.7% | +217.6% | -298.3% | -95.2% |
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