+124.5%
WMT vs NVDL
+2,480.8%
-2,356.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | -0.1% |
| 7D | -2.5% | -8.7% | +6.2% | -2.4% |
| 30D | -6.4% | -1.3% | -5.1% | -6.4% |
| 3M | -12.1% | +11.4% | -23.5% | -12.2% |
| 6M | -15.0% | +22.9% | -37.8% | -15.3% |
| YTD | -4.5% | +15.4% | -19.9% | -4.9% |
| 1Y | +6.2% | +18.8% | -12.6% | +5.5% |
| 3Y | +99.9% | +641.4% | -541.5% | +89.2% |
| All | +124.5% | +2,480.8% | -2,356.3% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling