+133.4%
NVS vs WST
+1.5%
+131.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | +11.5% | +12.3% | -0.9% | +10.4% |
| 3M | +3.7% | +17.5% | -13.8% | +2.3% |
| 6M | +10.4% | +28.2% | -17.8% | +8.1% |
| YTD | +19.8% | +50.4% | -30.6% | +15.6% |
| 1Y | +26.6% | +49.3% | -22.7% | +22.2% |
| 3Y | +90.1% | +21.8% | +68.3% | +82.1% |
| 5Y | +133.4% | +0.3% | +133.1% | +121.9% |
| All | +133.4% | +1.5% | +131.9% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling