-61.4%
NVD vs WETO
-98.9%
+37.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -20.8% | +19.4% | -1.5% |
| 7D | -11.1% | -55.4% | +44.3% | -11.5% |
| 30D | -13.3% | -48.5% | +35.2% | -11.2% |
| 3M | -19.8% | -97.5% | +77.7% | -17.2% |
| 6M | -48.8% | -94.2% | +45.4% | -44.9% |
| YTD | -49.7% | -97.0% | +47.4% | -47.9% |
| 1Y | -61.4% | -98.9% | +37.5% | -61.2% |
| All | -61.4% | -98.9% | +37.5% | -61.2% |
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