+157.5%
WBD vs NVDL
+2,476.2%
-2,318.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.7% | -10.3% | +9.6% | +0.2% |
| 30D | +1.4% | -7.1% | +8.5% | +1.8% |
| 3M | +4.4% | +6.6% | -2.2% | +3.0% |
| 6M | +0.8% | +21.1% | -20.2% | -2.4% |
| YTD | -2.7% | +15.2% | -17.9% | -5.8% |
| 1Y | +73.4% | +18.8% | +54.6% | +66.1% |
| 3Y | +142.1% | +649.9% | -507.8% | +74.9% |
| All | +157.5% | +2,476.2% | -2,318.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling