+730.1%
NVT vs WU
-38.8%
+769.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +7.0% | -4.9% | +11.9% | +8.9% |
| 30D | -2.3% | -1.3% | -1.1% | -2.2% |
| 3M | -3.1% | -3.6% | +0.5% | -4.6% |
| 6M | +47.0% | -24.3% | +71.4% | +59.5% |
| YTD | +56.2% | -21.1% | +77.3% | +65.3% |
| 1Y | +74.5% | -10.3% | +84.9% | +72.2% |
| 3Y | +184.0% | -28.4% | +212.4% | +200.7% |
| 5Y | +410.8% | -51.2% | +462.0% | +552.9% |
| All | +730.1% | -38.8% | +769.0% | +801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling