+108.7%
WMT vs NVD
-99.2%
+207.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -5.8% | -9.3% | +3.4% | -5.9% |
| 3M | -10.8% | -22.1% | +11.3% | -10.9% |
| 6M | -14.3% | -45.8% | +31.5% | -14.8% |
| YTD | -4.4% | -46.7% | +42.3% | -4.9% |
| 1Y | +4.3% | -59.5% | +63.8% | +3.2% |
| 3Y | +100.1% | -99.2% | +199.2% | +81.2% |
| All | +108.7% | -99.2% | +207.8% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling