+136.0%
NVO vs WMB
+307.8%
-171.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -7.6% | -1.0% | -6.5% | -7.5% |
| 30D | -6.0% | -0.4% | -5.5% | -6.0% |
| 3M | -0.8% | +3.2% | -4.0% | -1.3% |
| 6M | +16.5% | +0.1% | +16.4% | +16.2% |
| YTD | -11.1% | +23.9% | -35.0% | -13.8% |
| 1Y | -16.7% | +27.6% | -44.3% | -19.6% |
| 3Y | -52.9% | +141.9% | -194.8% | -58.5% |
| 5Y | -3.0% | +273.8% | -276.7% | -19.9% |
| All | +136.0% | +307.8% | -171.8% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling