+111.3%
WMT vs NVD
-99.1%
+210.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | +10.8% | -10.8% | +0.1% |
| 30D | -7.4% | +0.8% | -8.2% | -7.4% |
| 3M | -10.9% | -20.8% | +10.0% | -11.0% |
| 6M | -12.7% | -41.2% | +28.5% | -13.1% |
| YTD | -3.2% | -44.2% | +41.0% | -3.7% |
| 1Y | +5.3% | -54.2% | +59.4% | +4.4% |
| 3Y | +101.9% | -99.1% | +201.0% | +82.8% |
| All | +111.3% | -99.1% | +210.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling