-8.2%
NVO vs WAB
+46.5%
-54.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.9% |
| 7D | +10.2% | +4.5% | +5.6% | +9.7% |
| 30D | +12.4% | +1.1% | +11.3% | +12.2% |
| 3M | -3.5% | -1.3% | -2.3% | -3.3% |
| 6M | -3.8% | +12.7% | -16.5% | -6.3% |
| YTD | -13.0% | +38.7% | -51.6% | -25.9% |
| 1Y | -8.2% | +44.9% | -53.2% | -25.0% |
| All | -8.2% | +46.5% | -54.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling