+174.9%
NVS vs WCN
+235.9%
-61.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | -3.1% | -11.2% | -13.2% |
| 30D | -10.0% | -3.4% | -6.6% | -8.8% |
| 3M | -10.9% | +3.0% | -13.9% | -11.9% |
| 6M | -12.0% | -3.8% | -8.2% | -11.1% |
| YTD | +2.5% | -8.3% | +10.8% | +5.1% |
| 1Y | +10.7% | -9.7% | +20.4% | +14.0% |
| 3Y | +53.3% | +17.2% | +36.1% | +41.8% |
| 5Y | +93.6% | +25.3% | +68.3% | +72.2% |
| All | +174.9% | +235.9% | -61.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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