+3.0%
NWL vs VT
+73.6%
-70.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | +5.3% | -0.1% | +5.5% | +5.8% |
| 30D | +5.1% | -3.1% | +8.2% | +10.6% |
| 3M | +1.7% | -3.5% | +5.2% | +7.6% |
| 6M | +34.8% | +0.5% | +34.3% | +32.5% |
| YTD | +67.0% | +10.8% | +56.2% | +38.7% |
| 1Y | +96.2% | +11.9% | +84.3% | +59.9% |
| All | +3.0% | +73.6% | -70.6% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling