-99.1%
NVD vs WCN
+18.0%
-117.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.3% |
| 7D | +9.0% | -4.4% | +13.5% | +8.5% |
| 30D | -5.5% | -4.4% | -1.0% | -5.9% |
| 3M | -24.6% | +0.5% | -25.1% | -24.4% |
| 6M | -42.1% | -3.3% | -38.8% | -43.0% |
| YTD | -44.3% | -8.5% | -35.8% | -46.5% |
| 1Y | -54.2% | -8.9% | -45.3% | -56.5% |
| 3Y | -99.1% | +18.0% | -117.2% | -99.1% |
| All | -99.1% | +18.0% | -117.1% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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