-45.8%
NVD vs GWW
+17.0%
-62.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.3% |
| 30D | -9.3% | -1.4% | -7.9% | -9.6% |
| 3M | -22.1% | -3.6% | -18.4% | -22.4% |
| 6M | -45.8% | +15.1% | -60.9% | -30.3% |
| All | -45.8% | +17.0% | -62.8% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling