+53.7%
NVS vs WU
-29.2%
+82.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -15.7% | -5.0% | -10.7% | -15.1% |
| 30D | -11.1% | -2.3% | -8.8% | -10.8% |
| 3M | -7.2% | -3.2% | -4.0% | -7.2% |
| 6M | -12.3% | -25.0% | +12.7% | -8.7% |
| YTD | +2.8% | -21.7% | +24.4% | +6.0% |
| 1Y | +11.9% | -9.0% | +20.9% | +11.7% |
| All | +53.7% | -29.2% | +82.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling