-61.4%
NVD vs WSM
+19.9%
-81.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -0.7% |
| 7D | -11.1% | -3.3% | -7.8% | -12.0% |
| 30D | -13.3% | -8.4% | -4.9% | -15.5% |
| 3M | -19.8% | +9.7% | -29.5% | -16.6% |
| 6M | -48.8% | +16.7% | -65.5% | -44.4% |
| YTD | -49.7% | +28.7% | -78.3% | -44.3% |
| 1Y | -61.4% | +13.7% | -75.0% | -57.9% |
| All | -61.4% | +19.9% | -81.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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