+651.2%
NVDL vs WMB
+137.7%
+513.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -2.1% |
| 7D | -8.7% | -1.7% | -7.0% | -7.4% |
| 30D | -1.3% | +0.7% | -2.0% | -2.6% |
| 3M | +11.4% | +1.5% | +9.8% | +8.3% |
| 6M | +22.9% | +0.1% | +22.8% | +18.9% |
| YTD | +15.4% | +22.9% | -7.5% | -11.6% |
| 1Y | +18.8% | +27.9% | -9.1% | -14.8% |
| All | +651.2% | +137.7% | +513.5% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 3y: compounded portfolio wealth divided by compounded WMB 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…
3y analysis · Full analysis span regression · 6 months rolling