+750.3%
NVT vs WU
-38.9%
+789.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.4% |
| 7D | +4.1% | -3.5% | +7.6% | +5.3% |
| 30D | -5.1% | -2.9% | -2.2% | -4.4% |
| 3M | -1.2% | -2.3% | +1.1% | -3.3% |
| 6M | +46.6% | -25.4% | +71.9% | +59.9% |
| YTD | +60.0% | -21.2% | +81.2% | +69.4% |
| 1Y | +70.8% | -8.9% | +79.7% | +67.4% |
| 3Y | +187.5% | -29.0% | +216.5% | +205.8% |
| 5Y | +426.1% | -50.7% | +476.9% | +568.1% |
| All | +750.3% | -38.9% | +789.2% | +824.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling