-51.9%
NVO vs W
+34.3%
-86.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -1.0% |
| 7D | -7.4% | +0.5% | -7.9% | -7.4% |
| 30D | -5.5% | -5.6% | +0.1% | -5.1% |
| 3M | +4.1% | +41.9% | -37.8% | 0.0% |
| 6M | +19.3% | +30.2% | -10.9% | +15.0% |
| YTD | -9.2% | -2.9% | -6.2% | -10.4% |
| 1Y | -15.0% | +11.6% | -26.6% | -17.2% |
| All | -51.9% | +34.3% | -86.2% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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