+649.9%
NVDL vs WY
-24.8%
+674.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -10.3% | -4.2% | -6.2% | -10.1% |
| 30D | -7.1% | -10.1% | +3.0% | -6.7% |
| 3M | +6.6% | -8.5% | +15.1% | +6.9% |
| 6M | +21.1% | -3.3% | +24.4% | +21.0% |
| YTD | +15.2% | -4.4% | +19.6% | +14.8% |
| 1Y | +18.8% | -11.5% | +30.3% | +20.4% |
| 3Y | +649.9% | -24.3% | +674.2% | +652.0% |
| All | +649.9% | -24.8% | +674.7% | +652.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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