+94.1%
NVS vs WCC
+211.6%
-117.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -15.7% | +1.7% | -17.4% | -15.8% |
| 30D | -11.1% | -6.1% | -5.0% | -10.8% |
| 3M | -7.2% | +3.1% | -10.3% | -7.6% |
| 6M | -12.3% | +28.2% | -40.6% | -14.2% |
| YTD | +2.8% | +41.1% | -38.3% | -0.1% |
| 1Y | +11.9% | +61.3% | -49.3% | +7.8% |
| 3Y | +55.1% | +123.6% | -68.6% | +43.5% |
| 5Y | +94.1% | +214.8% | -120.7% | +70.3% |
| All | +94.1% | +211.6% | -117.6% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling