+174.9%
NVS vs WCC
+541.6%
-366.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.6% |
| 7D | -14.3% | +1.5% | -15.8% | -14.4% |
| 30D | -10.0% | -2.1% | -7.8% | -9.9% |
| 3M | -10.9% | +3.8% | -14.7% | -11.6% |
| 6M | -12.0% | +35.0% | -46.9% | -15.1% |
| YTD | +2.5% | +46.4% | -43.8% | -2.0% |
| 1Y | +10.7% | +63.0% | -52.3% | +4.5% |
| 3Y | +53.3% | +133.9% | -80.6% | +36.1% |
| 5Y | +93.6% | +226.5% | -132.9% | +60.9% |
| All | +174.9% | +541.6% | -366.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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