-54.2%
NVD vs WAB
+49.7%
-103.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.0% |
| 7D | +10.8% | +0.1% | +10.7% | +10.9% |
| 30D | +0.8% | -4.1% | +4.8% | -2.2% |
| 3M | -20.8% | +8.2% | -29.0% | -14.8% |
| 6M | -41.2% | +15.4% | -56.6% | -30.2% |
| YTD | -44.2% | +33.1% | -77.3% | -23.5% |
| 1Y | -54.2% | +48.1% | -102.2% | -27.3% |
| All | -54.2% | +49.7% | -103.8% | -27.3% |
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