-99.1%
NVD vs NWSA
+47.0%
-146.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.4% |
| 7D | +10.8% | -2.8% | +13.6% | +8.6% |
| 30D | +0.8% | +3.0% | -2.3% | +3.1% |
| 3M | -20.8% | +12.3% | -33.1% | -14.1% |
| 6M | -41.2% | +21.9% | -63.0% | -30.2% |
| YTD | -44.2% | +13.6% | -57.8% | -39.8% |
| 1Y | -54.2% | +0.5% | -54.6% | -58.1% |
| 3Y | -99.1% | +43.8% | -142.9% | -98.7% |
| All | -99.1% | +47.0% | -146.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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