-12.8%
NVO vs WCN
-8.7%
-4.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +6.0% | +0.4% | +5.5% | +5.9% |
| 3M | +7.9% | +7.3% | +0.6% | +7.0% |
| 6M | +27.1% | -2.5% | +29.6% | +28.1% |
| YTD | -3.8% | -5.4% | +1.5% | -2.0% |
| 1Y | -12.8% | -8.5% | -4.4% | -7.9% |
| All | -12.8% | -8.7% | -4.1% | -7.9% |
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