+649.9%
NVDL vs WSM
+230.1%
+419.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -10.3% | -0.5% | -9.8% | -10.0% |
| 30D | -7.1% | -7.7% | +0.6% | -2.7% |
| 3M | +6.6% | +3.8% | +2.8% | +3.2% |
| 6M | +21.1% | +22.7% | -1.6% | +5.2% |
| YTD | +15.2% | +28.0% | -12.8% | -3.7% |
| 1Y | +18.8% | +12.7% | +6.1% | +6.7% |
| 3Y | +649.9% | +231.3% | +418.6% | +328.0% |
| All | +649.9% | +230.1% | +419.8% | +328.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling