-99.2%
NVD vs WST
-12.8%
-86.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | -11.1% | +0.7% | -11.9% | -11.0% |
| 30D | -13.3% | -3.1% | -10.1% | -13.7% |
| 3M | -19.8% | +7.2% | -27.0% | -18.7% |
| 6M | -48.8% | +36.8% | -85.6% | -45.6% |
| YTD | -49.7% | +23.8% | -73.5% | -47.2% |
| 1Y | -61.4% | +37.8% | -99.1% | -58.5% |
| 3Y | -99.1% | -15.9% | -83.2% | -99.2% |
| All | -99.2% | -12.8% | -86.4% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling