+501.5%
NVT vs WST
+364.9%
+136.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +8.0% | +4.2% | +3.8% | +6.9% |
| 30D | -24.8% | +11.2% | -36.0% | -26.5% |
| 3M | -32.4% | +20.4% | -52.8% | -35.4% |
| 6M | -33.5% | +37.9% | -71.4% | -38.6% |
| YTD | +13.2% | +51.8% | -38.6% | +1.5% |
| 1Y | +9.0% | +56.6% | -47.7% | -3.2% |
| 3Y | +129.4% | +24.2% | +105.2% | +102.2% |
| 5Y | +230.1% | +0.7% | +229.4% | +203.2% |
| All | +501.5% | +364.9% | +136.6% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling