+750.3%
NVT vs GWW
+395.3%
+354.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +4.2% |
| 7D | +4.1% | -3.4% | +7.4% | +6.2% |
| 30D | -5.1% | -1.9% | -3.2% | -4.0% |
| 3M | -1.2% | -2.4% | +1.2% | 0.0% |
| 6M | +46.6% | +15.7% | +30.9% | +32.8% |
| YTD | +60.0% | +27.6% | +32.4% | +35.4% |
| 1Y | +70.8% | +27.2% | +43.6% | +44.5% |
| 3Y | +187.5% | +89.7% | +97.9% | +85.1% |
| 5Y | +426.1% | +223.9% | +202.2% | +132.2% |
| All | +750.3% | +395.3% | +354.9% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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