-99.1%
NVD vs WAB
+164.6%
-263.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.4% |
| 7D | +9.0% | -0.2% | +9.2% | +8.8% |
| 30D | -5.5% | -5.9% | +0.4% | -12.5% |
| 3M | -24.6% | +9.4% | -34.0% | -14.0% |
| 6M | -42.1% | +13.8% | -55.9% | -28.3% |
| YTD | -44.3% | +31.8% | -76.1% | -14.1% |
| 1Y | -54.2% | +48.5% | -102.7% | -13.1% |
| All | -99.1% | +164.6% | -263.8% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling