+4,484.5%
NVO vs WCN
+6,610.8%
-2,126.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -7.4% | -4.4% | -2.9% | -6.6% |
| 30D | -5.5% | -4.4% | -1.1% | -4.8% |
| 3M | +4.1% | +0.5% | +3.6% | +4.0% |
| 6M | +19.3% | -3.3% | +22.6% | +19.8% |
| YTD | -9.2% | -8.5% | -0.7% | -8.1% |
| 1Y | -15.0% | -8.9% | -6.1% | -13.9% |
| 3Y | -50.9% | +18.0% | -68.9% | -52.5% |
| 5Y | -0.9% | +25.0% | -25.9% | -5.3% |
| 10Y | +152.4% | +234.7% | -82.3% | +107.5% |
| All | +4,484.5% | +6,610.8% | -2,126.3% | +2,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling