-16.7%
NVO vs WST
+35.4%
-52.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -7.6% | +1.8% | -9.4% | -7.9% |
| 30D | -6.0% | -1.7% | -4.3% | -5.7% |
| 3M | -0.8% | +4.9% | -5.7% | -1.8% |
| 6M | +16.5% | +45.5% | -29.1% | +7.4% |
| YTD | -11.1% | +26.1% | -37.3% | -18.1% |
| 1Y | -16.7% | +31.7% | -48.4% | -24.5% |
| All | -16.7% | +35.4% | -52.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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