-16.7%
NVO vs WEC
-0.3%
-16.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -0.6% | -7.0% | -7.6% |
| 30D | -6.0% | -2.6% | -3.3% | -6.2% |
| 3M | -0.8% | -6.0% | +5.3% | -0.8% |
| 6M | +16.5% | -5.4% | +21.9% | +16.9% |
| YTD | -11.1% | +2.5% | -13.6% | -7.8% |
| 1Y | -16.7% | -0.7% | -16.0% | -10.5% |
| All | -16.7% | -0.3% | -16.4% | -10.5% |
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