+53.9%
NVS vs WST
-13.5%
+67.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.3% | -13.9% |
| 7D | -14.6% | -0.3% | -14.3% | -14.6% |
| 30D | -11.9% | -4.6% | -7.3% | -11.7% |
| 3M | -6.0% | +5.7% | -11.7% | -6.3% |
| 6M | -11.4% | +37.6% | -49.0% | -13.1% |
| YTD | +2.9% | +23.0% | -20.1% | +1.4% |
| 1Y | +10.2% | +33.8% | -23.6% | +8.2% |
| All | +53.9% | -13.5% | +67.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling