+1,269.4%
NVS vs WWD
+12,171.4%
-10,902.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +4.0% | +1.3% | +2.7% | +3.8% |
| 30D | +3.6% | -7.2% | +10.8% | +4.6% |
| 3M | +7.8% | -3.8% | +11.6% | +8.1% |
| 6M | -0.2% | -9.9% | +9.7% | +0.8% |
| YTD | +19.6% | +14.8% | +4.8% | +16.6% |
| 1Y | +28.4% | +42.1% | -13.7% | +21.3% |
| 3Y | +76.2% | +170.8% | -94.6% | +50.5% |
| 5Y | +111.1% | +197.5% | -86.4% | +75.9% |
| 10Y | +224.3% | +477.8% | -253.6% | +137.5% |
| All | +1,269.4% | +12,171.4% | -10,902.0% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling