+14,704.7%
NVO vs WAB
+4,115.8%
+10,588.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -3.2% | -2.4% | -0.8% | -2.9% |
| 3M | +11.5% | +9.7% | +1.8% | +9.6% |
| 6M | +22.9% | +16.5% | +6.4% | +19.5% |
| YTD | -6.8% | +33.7% | -40.5% | -11.4% |
| 1Y | -12.6% | +49.7% | -62.3% | -18.5% |
| 3Y | -49.6% | +170.9% | -220.5% | -57.3% |
| 5Y | +0.6% | +228.0% | -227.5% | -17.8% |
| 10Y | +148.3% | +284.8% | -136.5% | +89.2% |
| All | +14,704.7% | +4,115.8% | +10,588.9% | +8,433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling