+159.0%
WBD vs NVDL
+2,480.8%
-2,321.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.5% |
| 7D | -0.6% | -8.7% | +8.1% | +0.2% |
| 30D | +4.2% | -1.3% | +5.5% | +4.0% |
| 3M | +7.5% | +11.4% | -3.8% | +5.7% |
| 6M | +1.6% | +22.9% | -21.3% | -1.8% |
| YTD | -2.2% | +15.4% | -17.6% | -5.3% |
| 1Y | +124.9% | +18.8% | +106.1% | +115.4% |
| 3Y | +149.1% | +641.4% | -492.3% | +80.2% |
| All | +159.0% | +2,480.8% | -2,321.8% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling