-99.2%
NVD vs NWSA
+47.4%
-146.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.3% |
| 7D | +0.5% | -3.4% | +3.9% | -2.0% |
| 30D | -9.3% | +3.9% | -13.2% | -6.6% |
| 3M | -22.1% | +8.9% | -30.9% | -18.0% |
| 6M | -45.8% | +21.2% | -67.0% | -36.1% |
| YTD | -46.7% | +13.8% | -60.5% | -42.4% |
| 1Y | -59.5% | +1.4% | -60.9% | -62.7% |
| 3Y | -99.2% | +44.0% | -143.1% | -98.7% |
| All | -99.2% | +47.4% | -146.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling