-9.0%
NVD vs WEC
+9.5%
-18.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +2.8% |
| 7D | +28.6% | +2.3% | +26.3% | +25.4% |
| 30D | +73.6% | +11.1% | +62.6% | +56.4% |
| 3M | +70.1% | +8.4% | +61.6% | +57.4% |
| 6M | +53.6% | +7.5% | +46.1% | +43.4% |
| YTD | -7.0% | +15.3% | -22.3% | -22.1% |
| 1Y | -9.0% | +9.7% | -18.7% | -12.4% |
| All | -9.0% | +9.5% | -18.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling