+2,672.5%
NVDL vs WMB
+160.2%
+2,512.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -5.7% |
| 7D | +7.3% | +0.8% | +6.5% | +6.5% |
| 30D | -0.7% | +7.7% | -8.4% | -7.0% |
| 3M | +9.5% | +6.7% | +2.8% | +2.8% |
| 6M | +41.6% | +3.6% | +38.0% | +34.1% |
| YTD | +23.3% | +28.0% | -4.7% | -4.9% |
| 1Y | +40.3% | +37.6% | +2.7% | -0.8% |
| 3Y | +692.2% | +149.0% | +543.2% | +408.9% |
| All | +2,672.5% | +160.2% | +2,512.4% | +1,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling