+1,188.5%
WDC vs NVO
+143.1%
+1,045.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.5% |
| 7D | -4.3% | -7.6% | +3.3% | -2.7% |
| 30D | -1.5% | -6.0% | +4.5% | -0.4% |
| 3M | -15.5% | -0.8% | -14.7% | -16.8% |
| 6M | +66.5% | +16.5% | +50.0% | +56.8% |
| YTD | +159.9% | -11.1% | +171.0% | +157.2% |
| 1Y | +366.0% | -16.7% | +382.7% | +367.9% |
| 3Y | +1,285.8% | -52.9% | +1,338.7% | +1,459.6% |
| 5Y | +925.6% | -3.0% | +928.5% | +748.4% |
| All | +1,188.5% | +143.1% | +1,045.5% | +663.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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