-8.2%
NVO vs WEC
+9.7%
-17.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.6% | +4.7% |
| 7D | +10.2% | +6.9% | +3.3% | +9.7% |
| 30D | +12.4% | +16.6% | -4.2% | +12.0% |
| 3M | -3.5% | +9.1% | -12.6% | -4.0% |
| 6M | -3.8% | +3.2% | -7.0% | -4.7% |
| YTD | -13.0% | +14.9% | -27.9% | -9.1% |
| 1Y | -8.2% | +9.2% | -17.4% | -1.8% |
| All | -8.2% | +9.7% | -17.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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