-61.4%
NVD vs BWA
+59.1%
-120.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -0.3% |
| 7D | -11.1% | +5.7% | -16.8% | -9.0% |
| 30D | -13.3% | +1.4% | -14.7% | -12.3% |
| 3M | -19.8% | -12.1% | -7.7% | -21.1% |
| 6M | -48.8% | +28.6% | -77.4% | -44.9% |
| YTD | -49.7% | +51.1% | -100.7% | -47.3% |
| 1Y | -61.4% | +55.9% | -117.2% | -60.9% |
| All | -61.4% | +59.1% | -120.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling