+53.6%
NVD vs WAB
+10.6%
+42.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +3.2% |
| 7D | +28.6% | +5.1% | +23.6% | +33.6% |
| 30D | +73.6% | +4.0% | +69.6% | +80.3% |
| 3M | +70.1% | +0.1% | +70.0% | +73.2% |
| 6M | +53.6% | +12.8% | +40.8% | +74.9% |
| All | +53.6% | +10.6% | +42.9% | +74.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling