+2,490.2%
NVDL vs WST
+39.8%
+2,450.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -10.3% | +1.8% | -12.2% | -10.7% |
| 30D | -7.1% | -1.7% | -5.4% | -6.8% |
| 3M | +6.6% | +4.9% | +1.7% | +5.3% |
| 6M | +21.1% | +45.5% | -24.5% | +10.5% |
| YTD | +15.2% | +26.1% | -10.9% | +8.3% |
| 1Y | +18.8% | +31.7% | -12.9% | +9.9% |
| 3Y | +649.9% | -12.1% | +662.0% | +647.7% |
| All | +2,490.2% | +39.8% | +2,450.4% | +1,796.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling