-40.5%
NWL vs VT
+345.0%
-385.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -1.8% |
| 7D | +8.1% | -4.2% | +12.2% | +13.3% |
| 30D | -1.1% | -5.8% | +4.7% | +5.6% |
| 3M | -10.0% | -5.2% | -4.8% | -4.4% |
| 6M | +26.1% | +0.1% | +26.0% | +25.7% |
| YTD | +54.6% | +8.2% | +46.4% | +42.0% |
| 1Y | +82.2% | +10.1% | +72.1% | +64.2% |
| 3Y | -8.1% | +69.7% | -77.7% | -46.3% |
| 5Y | -71.1% | +53.4% | -124.5% | -81.1% |
| 10Y | -82.1% | +219.2% | -301.3% | -94.3% |
| All | -40.5% | +345.0% | -385.5% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling