-44.1%
NBIS vs W
+86.5%
-130.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.4% | -10.3% | -10.0% |
| 7D | -10.5% | +0.2% | -10.7% | -10.3% |
| 30D | -37.7% | +6.8% | -44.5% | -37.9% |
| 3M | -54.6% | +10.7% | -65.2% | -54.9% |
| 6M | -44.1% | +86.3% | -130.4% | -52.2% |
| All | -44.1% | +86.5% | -130.6% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling