+53.3%
NVS vs WCC
+130.1%
-76.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.4% |
| 7D | -14.3% | +1.5% | -15.8% | -14.3% |
| 30D | -10.0% | -2.1% | -7.8% | -9.9% |
| 3M | -10.9% | +3.8% | -14.7% | -11.2% |
| 6M | -12.0% | +35.0% | -46.9% | -13.7% |
| YTD | +2.5% | +46.4% | -43.8% | +0.1% |
| 1Y | +10.7% | +63.0% | -52.3% | +7.5% |
| 3Y | +53.3% | +133.9% | -80.6% | +45.8% |
| All | +53.3% | +130.1% | -76.8% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling