+36.4%
NVS vs WETO
-99.4%
+135.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.3% |
| 7D | -13.1% | -8.6% | -4.5% | -13.1% |
| 30D | -7.9% | -71.7% | +63.8% | -7.8% |
| 3M | -9.2% | -97.7% | +88.5% | -8.8% |
| 6M | -9.4% | -95.5% | +86.1% | -8.1% |
| YTD | +3.9% | -97.3% | +101.2% | +4.9% |
| 1Y | +15.4% | -99.0% | +114.4% | +15.7% |
| All | +36.4% | -99.4% | +135.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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