+174.9%
NVS vs WU
-39.1%
+214.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -14.3% | -3.5% | -10.8% | -13.6% |
| 30D | -10.0% | -2.9% | -7.0% | -9.4% |
| 3M | -10.9% | -2.3% | -8.6% | -11.1% |
| 6M | -12.0% | -25.4% | +13.4% | -7.5% |
| YTD | +2.5% | -21.2% | +23.7% | +6.4% |
| 1Y | +10.7% | -8.9% | +19.5% | +10.8% |
| 3Y | +53.3% | -29.0% | +82.3% | +60.2% |
| 5Y | +93.6% | -50.7% | +144.3% | +116.7% |
| All | +174.9% | -39.1% | +214.0% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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