+3.6%
NVT vs WAB
+46.5%
-43.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.1% | -13.8% | -13.6% |
| 7D | -19.5% | +4.5% | -24.0% | -22.5% |
| 30D | -32.4% | +1.1% | -33.5% | -32.8% |
| 3M | -30.3% | -1.3% | -29.1% | -29.6% |
| 6M | -30.4% | +12.7% | -43.2% | -36.3% |
| YTD | +11.3% | +38.7% | -27.3% | -16.5% |
| 1Y | +3.6% | +44.9% | -41.4% | -25.1% |
| All | +3.6% | +46.5% | -43.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling