+1,666.3%
WDC vs NVDL
+2,608.0%
-941.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +7.5% | -0.8% | +8.3% | +7.6% |
| 30D | +10.1% | +3.4% | +6.7% | +8.4% |
| 3M | -6.8% | +8.1% | -14.9% | -9.5% |
| 6M | +84.1% | +31.9% | +52.3% | +68.2% |
| YTD | +180.3% | +21.1% | +159.1% | +159.7% |
| 1Y | +411.1% | +34.0% | +377.0% | +360.3% |
| 3Y | +1,375.0% | +677.9% | +697.1% | +710.2% |
| All | +1,666.3% | +2,608.0% | -941.7% | +631.0% |
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