-98.5%
NVD vs WWD
+168.4%
-267.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.3% |
| 7D | +28.6% | +4.0% | +24.7% | +33.2% |
| 30D | +73.6% | +0.4% | +73.2% | +77.5% |
| 3M | +70.1% | -7.9% | +78.0% | +62.1% |
| 6M | +53.6% | -10.6% | +64.2% | +44.8% |
| YTD | -7.0% | +9.4% | -16.4% | +12.9% |
| 1Y | -9.0% | +25.7% | -34.7% | +30.0% |
| 3Y | -98.3% | +148.5% | -246.9% | -93.9% |
| All | -98.5% | +168.4% | -267.0% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling