-20.1%
NVDL vs WM
+21.9%
-42.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -4.1% |
| 7D | -14.0% | +5.9% | -20.0% | -7.4% |
| 30D | -31.2% | +15.4% | -46.6% | -16.3% |
| 3M | -15.5% | +6.3% | -21.8% | -6.5% |
| 6M | -10.3% | +5.6% | -15.9% | +1.2% |
| YTD | -5.8% | +9.9% | -15.7% | +13.7% |
| 1Y | -20.1% | +20.8% | -40.9% | +6.6% |
| All | -20.1% | +21.9% | -42.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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