+847.7%
NVS vs WCC
+1,758.7%
-911.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.5% | -16.4% | -14.2% |
| 7D | -14.6% | +8.5% | -23.1% | -15.4% |
| 30D | -11.9% | -1.0% | -10.9% | -12.0% |
| 3M | -6.0% | +2.1% | -8.1% | -6.6% |
| 6M | -11.4% | +36.8% | -48.2% | -14.8% |
| YTD | +2.9% | +47.7% | -44.8% | -2.0% |
| 1Y | +10.2% | +66.5% | -56.3% | +3.5% |
| 3Y | +55.3% | +134.2% | -78.8% | +37.4% |
| 5Y | +89.6% | +231.6% | -142.0% | +57.9% |
| 10Y | +176.1% | +508.1% | -332.1% | +103.6% |
| All | +847.7% | +1,758.7% | -911.0% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling