-3.1%
NVO vs WCC
+224.0%
-227.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.9% | -2.6% |
| 7D | -7.6% | +1.5% | -9.1% | -7.8% |
| 30D | -6.0% | -2.1% | -3.8% | -5.8% |
| 3M | -0.8% | +3.8% | -4.6% | -1.9% |
| 6M | +16.5% | +35.0% | -18.5% | +10.1% |
| YTD | -11.1% | +46.4% | -57.5% | -17.0% |
| 1Y | -16.7% | +63.0% | -79.7% | -23.5% |
| 3Y | -52.9% | +133.9% | -186.9% | -60.0% |
| All | -3.1% | +224.0% | -227.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling