+174.9%
NVS vs WST
+344.2%
-169.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -14.3% | +1.8% | -16.1% | -14.5% |
| 30D | -10.0% | -1.7% | -8.2% | -9.7% |
| 3M | -10.9% | +4.9% | -15.8% | -11.5% |
| 6M | -12.0% | +45.5% | -57.5% | -16.5% |
| YTD | +2.5% | +26.1% | -23.6% | -1.1% |
| 1Y | +10.7% | +31.7% | -21.0% | +6.0% |
| 3Y | +53.3% | -12.1% | +65.4% | +50.7% |
| 5Y | +93.6% | -23.6% | +117.2% | +93.4% |
| All | +174.9% | +344.2% | -169.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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