+649.9%
NVDL vs WTW
+61.9%
+588.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -10.3% | -5.7% | -4.6% | -11.9% |
| 30D | -7.1% | -7.3% | +0.1% | -9.0% |
| 3M | +6.6% | +21.5% | -14.9% | +13.4% |
| 6M | +21.1% | +9.6% | +11.4% | +25.8% |
| YTD | +15.2% | -3.3% | +18.5% | +16.1% |
| 1Y | +18.8% | -6.1% | +24.9% | +19.4% |
| 3Y | +649.9% | +61.8% | +588.1% | +896.9% |
| All | +649.9% | +61.9% | +588.0% | +896.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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