-99.2%
NVD vs BWA
+76.2%
-175.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | +0.2% |
| 7D | -11.1% | +5.7% | -16.8% | -8.2% |
| 30D | -13.3% | +1.4% | -14.7% | -12.0% |
| 3M | -19.8% | -12.1% | -7.7% | -23.1% |
| 6M | -48.8% | +28.6% | -77.4% | -39.2% |
| YTD | -49.7% | +51.1% | -100.7% | -33.1% |
| 1Y | -61.4% | +55.9% | -117.2% | -47.8% |
| 3Y | -99.1% | +70.1% | -169.3% | -98.3% |
| All | -99.2% | +76.2% | -175.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling