+94.1%
NVS vs WWD
+187.1%
-93.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -15.7% | -2.9% | -12.8% | -15.3% |
| 30D | -11.1% | -6.6% | -4.5% | -10.3% |
| 3M | -7.2% | -9.3% | +2.1% | -6.2% |
| 6M | -12.3% | -13.6% | +1.3% | -11.0% |
| YTD | +2.8% | +10.4% | -7.6% | +1.0% |
| 1Y | +11.9% | +39.9% | -27.9% | +6.6% |
| 3Y | +55.1% | +165.0% | -110.0% | +32.2% |
| 5Y | +94.1% | +183.8% | -89.7% | +58.3% |
| All | +94.1% | +187.1% | -93.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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