+10.7%
NVS vs WCN
-9.1%
+19.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | -3.1% | -11.2% | -13.6% |
| 30D | -10.0% | -3.4% | -6.6% | -9.2% |
| 3M | -10.9% | +3.0% | -13.9% | -11.4% |
| 6M | -12.0% | -3.8% | -8.2% | -11.3% |
| YTD | +2.5% | -8.3% | +10.8% | +4.6% |
| 1Y | +10.7% | -9.7% | +20.4% | +15.7% |
| All | +10.7% | -9.1% | +19.8% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling