+8,892.0%
WMT vs NVO
+31,806.5%
-22,914.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.5% |
| 30D | -6.4% | -5.5% | -0.9% | -5.8% |
| 3M | -12.1% | +4.1% | -16.2% | -12.7% |
| 6M | -15.0% | +19.3% | -34.3% | -17.2% |
| YTD | -4.5% | -9.2% | +4.7% | -4.5% |
| 1Y | +6.2% | -15.0% | +21.2% | +6.8% |
| 3Y | +99.9% | -50.9% | +150.7% | +111.4% |
| 5Y | +131.4% | -0.9% | +132.3% | +117.3% |
| 10Y | +433.2% | +152.4% | +280.8% | +329.6% |
| All | +8,892.0% | +31,806.5% | -22,914.5% | +2,654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling