+40.6%
NVDL vs NWSA
+5.5%
+35.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.3% |
| 7D | +11.7% | -1.9% | +13.5% | +11.3% |
| 30D | +7.8% | +4.6% | +3.3% | +9.0% |
| 3M | +3.3% | +13.2% | -9.9% | +6.6% |
| 6M | +38.9% | +27.0% | +11.9% | +44.9% |
| YTD | +28.5% | +16.8% | +11.6% | +36.4% |
| 1Y | +40.6% | +4.5% | +36.1% | +48.0% |
| All | +40.6% | +5.5% | +35.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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