+112.3%
NVDL vs WETO
-99.4%
+211.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.1% |
| 7D | -10.3% | -4.3% | -6.0% | -10.3% |
| 30D | -7.1% | -39.9% | +32.8% | -10.4% |
| 3M | +6.6% | -97.9% | +104.5% | +6.4% |
| 6M | +21.1% | -95.0% | +116.1% | +13.3% |
| YTD | +15.2% | -97.2% | +112.4% | +12.2% |
| 1Y | +18.8% | -98.9% | +117.7% | +23.4% |
| All | +112.3% | -99.4% | +211.7% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling