-99.1%
NVD vs GWW
+89.6%
-188.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.7% |
| 7D | +10.8% | -3.4% | +14.2% | +8.4% |
| 30D | +0.8% | -1.9% | +2.7% | -0.6% |
| 3M | -20.8% | -2.4% | -18.4% | -22.1% |
| 6M | -41.2% | +15.7% | -56.9% | -32.8% |
| YTD | -44.2% | +27.6% | -71.8% | -30.6% |
| 1Y | -54.2% | +27.2% | -81.3% | -43.7% |
| 3Y | -99.1% | +89.7% | -188.8% | -98.3% |
| All | -99.1% | +89.6% | -188.8% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling