-61.4%
NVD vs WWD
+41.9%
-103.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -0.9% |
| 7D | -11.1% | +1.3% | -12.4% | -10.6% |
| 30D | -13.3% | -7.2% | -6.1% | -15.6% |
| 3M | -19.8% | -3.8% | -16.0% | -19.7% |
| 6M | -48.8% | -9.9% | -38.9% | -48.7% |
| YTD | -49.7% | +14.8% | -64.5% | -47.0% |
| 1Y | -61.4% | +42.1% | -103.4% | -54.8% |
| All | -61.4% | +41.9% | -103.3% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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