-8.2%
NVO vs WCN
+16.1%
-24.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +4.3% |
| 7D | +10.2% | +6.7% | +3.5% | +8.5% |
| 30D | +12.4% | +24.3% | -11.9% | +6.9% |
| 3M | -3.5% | +16.1% | -19.6% | -6.9% |
| 6M | -3.8% | +19.9% | -23.7% | -7.6% |
| YTD | -13.0% | +10.1% | -23.1% | -12.4% |
| 1Y | -8.2% | +14.4% | -22.6% | -12.5% |
| All | -8.2% | +16.1% | -24.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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