+32,722.5%
NVO vs WST
+12,249.0%
+20,473.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -3.2% | -4.6% | +1.4% | -2.3% |
| 3M | +11.5% | +5.7% | +5.8% | +10.2% |
| 6M | +22.9% | +37.6% | -14.7% | +14.9% |
| YTD | -6.8% | +23.0% | -29.9% | -11.2% |
| 1Y | -12.6% | +33.8% | -46.5% | -18.3% |
| 3Y | -49.6% | -13.4% | -36.2% | -50.7% |
| 5Y | +0.6% | -27.0% | +27.5% | 0.0% |
| 10Y | +148.3% | +324.5% | -176.3% | +77.3% |
| All | +32,722.5% | +12,249.0% | +20,473.6% | +16,762.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling