-99.1%
NVD vs GWW
+84.9%
-184.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.1% |
| 7D | +9.0% | -3.1% | +12.2% | +6.8% |
| 30D | -5.5% | -2.3% | -3.1% | -7.1% |
| 3M | -24.6% | -3.3% | -21.3% | -26.4% |
| 6M | -42.1% | +15.4% | -57.4% | -33.9% |
| YTD | -44.3% | +26.7% | -71.1% | -31.1% |
| 1Y | -54.2% | +29.0% | -83.1% | -42.9% |
| 3Y | -99.1% | +89.0% | -188.1% | -98.3% |
| All | -99.1% | +84.9% | -184.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling