+197.7%
WELL vs NVDX
+772.1%
-574.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.2% | -10.2% | +10.0% | -0.2% |
| 30D | +2.3% | -7.3% | +9.7% | +2.3% |
| 3M | +12.3% | +5.5% | +6.7% | +12.3% |
| 6M | +15.6% | +18.3% | -2.7% | +15.3% |
| YTD | +28.3% | +11.4% | +16.9% | +27.9% |
| 1Y | +41.9% | +12.7% | +29.2% | +41.4% |
| All | +197.7% | +772.1% | -574.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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