+410.8%
NVT vs WST
-27.5%
+438.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | +7.0% | -1.7% | +8.7% | +7.4% |
| 30D | -2.3% | -4.3% | +2.0% | -1.5% |
| 3M | -3.1% | +0.7% | -3.8% | -3.4% |
| 6M | +47.0% | +36.0% | +11.0% | +37.3% |
| YTD | +56.2% | +22.7% | +33.5% | +48.6% |
| 1Y | +74.5% | +34.1% | +40.4% | +62.6% |
| 3Y | +184.0% | -13.6% | +197.6% | +178.6% |
| 5Y | +410.8% | -26.0% | +436.7% | +389.1% |
| All | +410.8% | -27.5% | +438.3% | +389.1% |
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