-51.9%
NVO vs WEC
+39.2%
-91.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.4% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | +4.1% | -6.8% | +10.9% | +4.3% |
| 6M | +19.3% | -6.4% | +25.7% | +19.5% |
| YTD | -9.2% | +2.5% | -11.7% | -9.1% |
| 1Y | -15.0% | -0.4% | -14.6% | -14.8% |
| All | -51.9% | +39.2% | -91.1% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling