+122.6%
WBD vs NVD
-99.2%
+221.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | -1.7% | +0.5% | -2.2% | -1.6% |
| 30D | +3.9% | -9.3% | +13.2% | +3.3% |
| 3M | +5.1% | -22.1% | +27.2% | +3.6% |
| 6M | +0.6% | -45.8% | +46.4% | -3.3% |
| YTD | -3.2% | -46.7% | +43.6% | -6.6% |
| 1Y | +127.7% | -59.5% | +187.1% | +115.6% |
| 3Y | +146.6% | -99.2% | +245.7% | +86.5% |
| All | +122.6% | -99.2% | +221.7% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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