-20.0%
NVD vs WETO
-99.3%
+79.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -3.5% | +22.2% | +18.6% |
| 7D | +33.7% | +4.4% | +29.3% | +33.8% |
| 30D | +65.8% | -17.8% | +83.6% | +65.7% |
| 3M | +31.8% | -83.1% | +114.9% | +34.1% |
| 6M | -5.9% | -98.3% | +92.5% | -0.9% |
| YTD | -23.5% | -99.0% | +75.5% | -17.6% |
| 1Y | -20.0% | -99.3% | +79.3% | -10.1% |
| All | -20.0% | -99.3% | +79.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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