-32.5%
NVDL vs WETO
-99.3%
+66.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -3.5% | -15.1% | -18.6% |
| 7D | -28.8% | +4.5% | -33.3% | -28.8% |
| 30D | -44.0% | -17.7% | -26.2% | -44.0% |
| 3M | -35.6% | -83.1% | +47.4% | -36.8% |
| 6M | -25.3% | -98.3% | +73.0% | -28.9% |
| YTD | -23.3% | -99.0% | +75.7% | -28.0% |
| 1Y | -32.5% | -99.3% | +66.8% | -39.2% |
| All | -32.5% | -99.3% | +66.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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