+1,022.8%
NBIS vs W
+89.7%
+933.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -13.4% | -4.2% | -9.1% | -12.2% |
| 3M | +1.0% | +26.9% | -25.9% | -10.7% |
| 6M | +100.5% | +31.2% | +69.3% | +72.2% |
| YTD | +168.3% | -1.8% | +170.1% | +158.1% |
| 1Y | +151.8% | +9.3% | +142.5% | +125.1% |
| All | +1,022.8% | +89.7% | +933.0% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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