-85.4%
NVD vs WETO
-99.4%
+14.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.2% |
| 7D | +10.8% | -4.3% | +15.1% | +10.8% |
| 30D | +0.8% | -39.9% | +40.7% | +4.2% |
| 3M | -20.8% | -97.9% | +77.1% | -20.5% |
| 6M | -41.2% | -95.0% | +53.9% | -37.2% |
| YTD | -44.2% | -97.2% | +53.0% | -42.6% |
| 1Y | -54.2% | -98.9% | +44.8% | -55.7% |
| All | -85.4% | -99.4% | +14.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling