-48.4%
NVDL vs WM
+11.1%
-59.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.3% | -11.2% | -10.5% |
| 7D | -34.5% | +1.2% | -35.6% | -33.1% |
| 30D | -47.7% | +13.7% | -61.4% | -36.7% |
| 3M | -43.9% | +5.2% | -49.1% | -38.1% |
| All | -48.4% | +11.1% | -59.6% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling