+417.4%
WDC vs NVDL
+42.2%
+375.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.2% | +5.2% |
| 7D | +1.7% | +11.7% | -9.9% | -2.6% |
| 30D | -10.0% | +7.8% | -17.8% | -13.4% |
| 3M | -18.8% | +3.3% | -22.1% | -21.5% |
| 6M | +79.0% | +38.9% | +40.1% | +47.9% |
| YTD | +171.6% | +28.5% | +143.1% | +127.7% |
| 1Y | +417.4% | +40.6% | +376.8% | +317.6% |
| All | +417.4% | +42.2% | +375.2% | +317.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling