-20.1%
NVDL vs W
+21.5%
-41.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +11.0% | -17.1% | -9.0% |
| 7D | -14.0% | +8.4% | -22.4% | -16.1% |
| 30D | -31.2% | +16.5% | -47.7% | -34.3% |
| 3M | -15.5% | +6.4% | -21.9% | -17.7% |
| 6M | -10.3% | +90.5% | -100.8% | -32.1% |
| YTD | -5.8% | +23.1% | -28.8% | -16.1% |
| 1Y | -20.1% | +24.3% | -44.4% | -29.2% |
| All | -20.1% | +21.5% | -41.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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