+2,490.2%
NVDL vs WSM
+295.3%
+2,194.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +6.6% | +3.8% | +2.8% | +3.6% |
| 6M | +21.1% | +22.7% | -1.6% | +6.7% |
| YTD | +15.2% | +28.0% | -12.8% | -1.8% |
| 1Y | +18.8% | +12.7% | +6.1% | +8.0% |
| 3Y | +649.9% | +231.3% | +418.6% | +372.5% |
| All | +2,490.2% | +295.3% | +2,194.9% | +1,378.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling