+0.7%
NVO vs WST
-27.5%
+28.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.7% | -1.7% | -3.1% | -4.4% |
| 30D | -5.4% | -4.3% | -1.1% | -4.5% |
| 3M | +7.0% | +0.7% | +6.2% | +6.6% |
| 6M | +17.6% | +36.0% | -18.4% | +9.2% |
| YTD | -8.0% | +22.7% | -30.8% | -13.0% |
| 1Y | -13.8% | +34.1% | -47.9% | -20.3% |
| 3Y | -50.3% | -13.6% | -36.7% | -51.5% |
| 5Y | +0.7% | -26.0% | +26.6% | +12.4% |
| All | +0.7% | -27.5% | +28.2% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling