+27.4%
WMT vs NVO
-7.7%
+35.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +3.3% |
| 7D | +8.8% | +10.2% | -1.4% | +8.6% |
| 30D | +22.9% | +12.4% | +10.6% | +22.7% |
| 3M | +16.1% | -3.5% | +19.6% | +16.0% |
| 6M | -0.5% | -3.8% | +3.3% | -0.3% |
| YTD | +16.7% | -13.0% | +29.6% | +15.5% |
| 1Y | +27.4% | -8.2% | +35.6% | +26.5% |
| All | +27.4% | -7.7% | +35.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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