+1,463.3%
NVDL vs WM
+51.7%
+1,411.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +6.4% |
| 7D | -26.2% | +0.8% | -26.9% | -25.8% |
| 30D | -43.2% | +13.8% | -57.0% | -39.7% |
| 3M | -40.5% | +6.4% | -46.9% | -38.2% |
| 6M | -45.4% | +13.2% | -58.6% | -42.0% |
| YTD | -30.5% | +10.8% | -41.2% | -26.6% |
| 1Y | -37.1% | +20.2% | -57.3% | -33.2% |
| 3Y | +318.7% | +46.5% | +272.2% | +363.0% |
| All | +1,463.3% | +51.7% | +1,411.6% | +1,765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling