+7.2%
NVS vs WST
+34.3%
-27.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.3% |
| 7D | -1.3% | +4.2% | -5.5% | -2.6% |
| 30D | +9.3% | +11.2% | -1.9% | +5.7% |
| 3M | +5.8% | +20.4% | -14.6% | -0.2% |
| 6M | +7.2% | +37.9% | -30.7% | -2.8% |
| All | +7.2% | +34.3% | -27.1% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling