+22.9%
NVDL vs GWW
+14.8%
+8.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.5% |
| 7D | -8.7% | -3.1% | -5.5% | -7.4% |
| 30D | -1.3% | -2.3% | +1.0% | -0.6% |
| 3M | +11.4% | -3.3% | +14.7% | +9.5% |
| 6M | +22.9% | +15.4% | +7.5% | -5.6% |
| All | +22.9% | +14.8% | +8.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 6mo: compounded portfolio wealth divided by compounded GWW 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…
6mo analysis · Full analysis span regression · 6 months rolling