-30.2%
NVD vs WAB
+46.5%
-76.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +7.3% |
| 7D | +15.0% | +4.5% | +10.4% | +18.9% |
| 30D | +39.3% | +1.1% | +38.2% | +41.3% |
| 3M | +3.1% | -1.3% | +4.4% | +3.2% |
| 6M | -19.0% | +12.7% | -31.7% | -9.5% |
| YTD | -35.5% | +38.7% | -74.2% | -11.2% |
| 1Y | -30.2% | +44.9% | -75.1% | +2.5% |
| All | -30.2% | +46.5% | -76.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling