+2,672.5%
NVDL vs WM
+36.9%
+2,635.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -4.2% |
| 7D | +7.3% | -0.9% | +8.2% | +6.9% |
| 30D | -0.7% | -4.3% | +3.7% | -2.0% |
| 3M | +9.5% | +0.8% | +8.7% | +10.1% |
| 6M | +41.6% | -10.8% | +52.4% | +39.9% |
| YTD | +23.3% | -0.1% | +23.4% | +23.8% |
| 1Y | +40.3% | +1.0% | +39.3% | +42.0% |
| 3Y | +692.2% | +45.1% | +647.1% | +753.1% |
| All | +2,672.5% | +36.9% | +2,635.6% | +3,043.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling