+187.5%
NVT vs WAB
+167.4%
+20.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +3.7% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | -5.1% | -4.1% | -1.1% | -1.5% |
| 3M | -1.2% | +8.2% | -9.3% | -8.3% |
| 6M | +46.6% | +15.4% | +31.2% | +27.9% |
| YTD | +60.0% | +33.1% | +26.8% | +22.2% |
| 1Y | +70.8% | +48.1% | +22.7% | +18.2% |
| 3Y | +187.5% | +167.7% | +19.8% | +21.9% |
| All | +187.5% | +167.4% | +20.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling