+2,622.7%
NVDL vs WAT
+15.1%
+2,607.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | +3.4% | -1.7% | +5.1% | +4.2% |
| 3M | +8.1% | +9.1% | -1.0% | +4.9% |
| 6M | +31.9% | +32.4% | -0.6% | +17.7% |
| YTD | +21.1% | +6.6% | +14.5% | +16.9% |
| 1Y | +34.0% | +34.7% | -0.7% | +14.3% |
| 3Y | +677.9% | +53.6% | +624.4% | +520.7% |
| All | +2,622.7% | +15.1% | +2,607.6% | +2,452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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