+717.0%
NVT vs WST
+279.3%
+437.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +5.1% | +0.7% | +4.3% | +4.9% |
| 30D | -3.7% | -3.1% | -0.6% | -3.0% |
| 3M | -10.1% | +7.2% | -17.4% | -11.8% |
| 6M | +37.5% | +36.8% | +0.6% | +26.8% |
| YTD | +53.7% | +23.8% | +29.9% | +44.7% |
| 1Y | +70.9% | +37.8% | +33.1% | +56.2% |
| 3Y | +180.4% | -15.9% | +196.3% | +175.7% |
| 5Y | +393.5% | -25.8% | +419.3% | +391.1% |
| All | +717.0% | +279.3% | +437.7% | +312.1% |
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 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