+7.0%
WMT vs NVDL
+42.2%
-35.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.1% |
| 7D | +3.9% | +11.7% | -7.7% | +4.7% |
| 30D | -4.4% | +7.8% | -12.2% | -3.7% |
| 3M | -8.8% | +3.3% | -12.1% | -8.0% |
| 6M | -15.6% | +38.9% | -54.5% | -13.0% |
| YTD | -3.2% | +28.5% | -31.7% | -1.0% |
| 1Y | +7.0% | +40.6% | -33.6% | +11.1% |
| All | +7.0% | +42.2% | -35.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling