+730.1%
NVT vs WAB
+229.6%
+500.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.5% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -2.3% | -4.6% | +2.2% | +1.1% |
| 3M | -3.1% | +5.6% | -8.7% | -7.2% |
| 6M | +47.0% | +13.8% | +33.2% | +33.5% |
| YTD | +56.2% | +31.9% | +24.4% | +27.6% |
| 1Y | +74.5% | +48.3% | +26.3% | +31.2% |
| 3Y | +184.0% | +167.1% | +16.9% | +44.1% |
| 5Y | +410.8% | +222.9% | +187.9% | +126.6% |
| All | +730.1% | +229.6% | +500.5% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling