+712.5%
NVT vs GWW
+392.0%
+320.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.8% |
| 7D | +2.0% | -3.1% | +5.2% | +4.0% |
| 30D | -7.2% | -2.3% | -4.8% | -5.9% |
| 3M | -0.9% | -3.3% | +2.4% | +0.9% |
| 6M | +42.6% | +15.4% | +27.2% | +29.4% |
| YTD | +52.9% | +26.7% | +26.1% | +29.9% |
| 1Y | +64.5% | +29.0% | +35.5% | +37.8% |
| 3Y | +178.0% | +89.0% | +89.0% | +79.3% |
| 5Y | +402.8% | +221.8% | +181.0% | +122.7% |
| All | +712.5% | +392.0% | +320.5% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling