+2,622.7%
NVDL vs WM
+36.1%
+2,586.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -2.0% |
| 7D | -0.8% | -1.2% | +0.3% | -1.3% |
| 30D | +3.4% | -4.5% | +7.9% | +1.9% |
| 3M | +8.1% | -2.2% | +10.3% | +7.9% |
| 6M | +31.9% | -11.5% | +43.3% | +30.0% |
| YTD | +21.1% | -0.7% | +21.8% | +21.3% |
| 1Y | +34.0% | +0.3% | +33.7% | +35.4% |
| 3Y | +677.9% | +44.2% | +633.8% | +735.9% |
| All | +2,622.7% | +36.1% | +2,586.7% | +2,979.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling