-99.2%
NVD vs WEC
+39.1%
-138.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.9% |
| 7D | +0.5% | +0.4% | +0.1% | 0.0% |
| 30D | -9.3% | +0.9% | -10.2% | -10.4% |
| 3M | -22.1% | -5.3% | -16.8% | -17.1% |
| 6M | -45.8% | -6.6% | -39.2% | -41.4% |
| YTD | -46.7% | +3.3% | -50.0% | -48.9% |
| 1Y | -59.5% | +2.1% | -61.5% | -60.5% |
| 3Y | -99.2% | +39.6% | -138.7% | -99.5% |
| All | -99.2% | +39.1% | -138.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling