+174.5%
NVT vs WETO
-99.4%
+273.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.1% | +4.7% |
| 7D | +4.1% | -4.3% | +8.4% | +4.1% |
| 30D | -5.1% | -39.9% | +34.8% | -7.7% |
| 3M | -1.2% | -97.9% | +96.7% | -3.8% |
| 6M | +46.6% | -95.0% | +141.6% | +42.9% |
| YTD | +60.0% | -97.2% | +157.1% | +55.4% |
| 1Y | +70.8% | -98.9% | +169.7% | +65.6% |
| All | +174.5% | -99.4% | +273.9% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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