-81.6%
NWL vs VT
+223.7%
-305.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +4.3% |
| 7D | -1.2% | +0.4% | -1.5% | -1.4% |
| 30D | +4.4% | -2.6% | +7.0% | +8.2% |
| 3M | -0.9% | -3.2% | +2.4% | +3.6% |
| 6M | +33.8% | +0.9% | +32.9% | +31.9% |
| YTD | +65.9% | +11.3% | +54.6% | +44.6% |
| 1Y | +98.5% | +14.0% | +84.5% | +67.8% |
| 3Y | +1.6% | +75.8% | -74.3% | -48.2% |
| 5Y | -69.4% | +57.8% | -127.3% | -82.2% |
| 10Y | -81.6% | +219.8% | -301.4% | -95.5% |
| All | -81.6% | +223.7% | -305.3% | -95.5% |
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