-80.8%
NWL vs VT
+224.4%
-305.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.6% |
| 7D | 0.0% | -0.7% | +0.7% | +1.1% |
| 30D | +5.0% | -1.7% | +6.8% | +7.5% |
| 3M | -3.6% | -2.3% | -1.3% | -0.6% |
| 6M | +48.2% | +1.5% | +46.7% | +44.9% |
| YTD | +65.0% | +12.0% | +53.0% | +42.6% |
| 1Y | +90.9% | +12.9% | +78.0% | +63.4% |
| 3Y | -0.7% | +74.9% | -75.7% | -49.1% |
| 5Y | -69.4% | +59.9% | -129.3% | -82.5% |
| 10Y | -80.8% | +224.6% | -305.5% | -95.3% |
| All | -80.8% | +224.4% | -305.2% | -95.3% |
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