+1,271.6%
NVS vs WST
+8,844.9%
-7,573.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -1.0% | +4.9% | -5.9% | -1.8% |
| 30D | +12.5% | +10.7% | +1.8% | +10.7% |
| 3M | +5.2% | +16.8% | -11.6% | +2.5% |
| 6M | +8.2% | +32.0% | -23.8% | +3.2% |
| YTD | +19.8% | +49.9% | -30.2% | +11.4% |
| 1Y | +24.8% | +50.6% | -25.8% | +16.0% |
| 3Y | +90.0% | +21.4% | +68.6% | +74.9% |
| 5Y | +134.3% | -0.6% | +134.8% | +119.0% |
| 10Y | +250.8% | +449.4% | -198.6% | +128.9% |
| All | +1,271.6% | +8,844.9% | -7,573.3% | +473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling