-52.9%
NVO vs WBD
+145.7%
-198.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | -7.6% | -0.7% | -6.8% | -7.5% |
| 30D | -6.0% | +1.4% | -7.4% | -6.0% |
| 3M | -0.8% | +4.4% | -5.2% | -1.0% |
| 6M | +16.5% | +0.8% | +15.6% | +16.4% |
| YTD | -11.1% | -2.7% | -8.4% | -11.0% |
| 1Y | -16.7% | +73.4% | -90.1% | -19.1% |
| 3Y | -52.9% | +142.1% | -195.1% | -56.3% |
| All | -52.9% | +145.7% | -198.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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