+34.6%
NVS vs WETO
-99.4%
+134.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | -14.3% | -4.3% | -10.0% | -14.3% |
| 30D | -10.0% | -39.9% | +29.9% | -9.2% |
| 3M | -10.9% | -97.9% | +87.0% | -10.6% |
| 6M | -12.0% | -95.0% | +83.1% | -10.6% |
| YTD | +2.5% | -97.2% | +99.7% | +3.5% |
| 1Y | +10.7% | -98.9% | +109.6% | +11.0% |
| All | +34.6% | -99.4% | +134.0% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling