-99.1%
NVD vs WSM
+230.1%
-329.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.9% |
| 7D | +10.8% | -0.5% | +11.4% | +10.5% |
| 30D | +0.8% | -7.7% | +8.5% | -3.9% |
| 3M | -20.8% | +3.8% | -24.6% | -18.6% |
| 6M | -41.2% | +22.7% | -63.8% | -31.7% |
| YTD | -44.2% | +28.0% | -72.2% | -32.8% |
| 1Y | -54.2% | +12.7% | -66.9% | -48.9% |
| 3Y | -99.1% | +231.3% | -330.4% | -98.1% |
| All | -99.1% | +230.1% | -329.2% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling