+232.4%
NVT vs WST
-0.5%
+232.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +17.4% | +4.9% | +12.5% | +16.3% |
| 30D | -28.4% | +10.7% | -39.0% | -29.7% |
| 3M | -32.4% | +16.8% | -49.2% | -34.5% |
| 6M | -32.2% | +32.0% | -64.1% | -36.1% |
| YTD | +14.0% | +49.9% | -35.9% | +4.0% |
| 1Y | +4.3% | +50.6% | -46.4% | -5.0% |
| 3Y | +131.7% | +21.4% | +110.3% | +108.5% |
| 5Y | +232.4% | -0.6% | +233.0% | +212.4% |
| All | +232.4% | -0.5% | +232.9% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling