-99.1%
NVD vs WU
-22.1%
-77.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +10.8% | -3.5% | +14.3% | +10.6% |
| 30D | +0.8% | -2.9% | +3.7% | +0.6% |
| 3M | -20.8% | -2.3% | -18.6% | -19.9% |
| 6M | -41.2% | -25.4% | -15.8% | -42.1% |
| YTD | -44.2% | -21.2% | -23.0% | -44.8% |
| 1Y | -54.2% | -8.9% | -45.3% | -53.6% |
| 3Y | -99.1% | -29.0% | -70.2% | -99.1% |
| All | -99.1% | -22.1% | -77.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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