-99.1%
NVD vs BWA
+71.4%
-170.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.8% |
| 7D | +9.0% | -0.1% | +9.1% | +9.1% |
| 30D | -5.5% | -5.5% | 0.0% | -7.8% |
| 3M | -24.6% | -7.6% | -17.0% | -26.3% |
| 6M | -42.1% | +25.0% | -67.0% | -32.4% |
| YTD | -44.3% | +47.0% | -91.3% | -27.1% |
| 1Y | -54.2% | +54.0% | -108.2% | -38.4% |
| 3Y | -99.1% | +70.7% | -169.8% | -98.3% |
| All | -99.1% | +71.4% | -170.5% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling