-16.7%
NVO vs WAB
+49.7%
-66.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -6.0% | -4.1% | -1.9% | -5.5% |
| 3M | -0.8% | +8.2% | -8.9% | -2.8% |
| 6M | +16.5% | +15.4% | +1.1% | +10.0% |
| YTD | -11.1% | +33.1% | -44.3% | -21.2% |
| 1Y | -16.7% | +48.1% | -64.8% | -28.7% |
| All | -16.7% | +49.7% | -66.4% | -28.7% |
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