+2,672.5%
NVDL vs W
+138.4%
+2,534.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +7.3% | +6.5% | +0.8% | +4.9% |
| 30D | -0.7% | -6.2% | +5.5% | +1.5% |
| 3M | +9.5% | +48.9% | -39.4% | -9.9% |
| 6M | +41.6% | +31.2% | +10.4% | +22.2% |
| YTD | +23.3% | -0.4% | +23.8% | +17.0% |
| 1Y | +40.3% | +14.8% | +25.5% | +24.0% |
| 3Y | +692.2% | +40.5% | +651.7% | +445.2% |
| All | +2,672.5% | +138.4% | +2,534.1% | +1,357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling