-99.1%
NVD vs WEC
+38.0%
-137.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +10.8% | -0.6% | +11.4% | +11.5% |
| 30D | +0.8% | -2.6% | +3.4% | +4.0% |
| 3M | -20.8% | -6.0% | -14.8% | -15.1% |
| 6M | -41.2% | -5.4% | -35.7% | -37.4% |
| YTD | -44.2% | +2.5% | -46.7% | -46.1% |
| 1Y | -54.2% | -0.7% | -53.4% | -53.8% |
| 3Y | -99.1% | +38.7% | -137.9% | -99.5% |
| All | -99.1% | +38.0% | -137.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling