-20.1%
NVDL vs WSM
+44.0%
-64.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.5% | -7.3% |
| 7D | -14.0% | +8.0% | -22.0% | -15.4% |
| 30D | -31.2% | +13.5% | -44.7% | -33.4% |
| 3M | -15.5% | +8.8% | -24.3% | -17.4% |
| 6M | -10.3% | +54.7% | -65.0% | -21.9% |
| YTD | -5.8% | +53.3% | -59.1% | -14.7% |
| 1Y | -20.1% | +41.1% | -61.2% | -28.6% |
| All | -20.1% | +44.0% | -64.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling