-98.6%
NVD vs WST
+5.5%
-104.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.0% |
| 7D | +17.0% | +4.9% | +12.1% | +17.9% |
| 30D | +77.3% | +10.7% | +66.6% | +80.4% |
| 3M | +61.6% | +16.8% | +44.8% | +65.9% |
| 6M | +40.7% | +32.0% | +8.7% | +47.4% |
| YTD | -10.5% | +49.9% | -60.4% | -3.1% |
| 1Y | -6.1% | +50.6% | -56.8% | +1.8% |
| 3Y | -98.4% | +21.4% | -119.8% | -98.1% |
| All | -98.6% | +5.5% | -104.1% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling