-99.1%
NVD vs WCC
+128.6%
-227.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.7% | +2.1% |
| 7D | +9.0% | +1.7% | +7.4% | +10.5% |
| 30D | -5.5% | -6.1% | +0.6% | -8.7% |
| 3M | -24.6% | +3.1% | -27.7% | -20.1% |
| 6M | -42.1% | +28.2% | -70.3% | -25.6% |
| YTD | -44.3% | +41.1% | -85.4% | -21.5% |
| 1Y | -54.2% | +61.3% | -115.5% | -26.5% |
| 3Y | -99.1% | +123.6% | -222.8% | -97.4% |
| All | -99.1% | +128.6% | -227.7% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling