+751.2%
NVT vs WWD
+349.3%
+402.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.4% |
| 7D | +10.4% | +0.8% | +9.6% | +9.8% |
| 30D | -1.3% | -6.4% | +5.1% | +2.7% |
| 3M | -0.6% | -5.6% | +5.0% | +1.8% |
| 6M | +53.8% | -9.1% | +62.9% | +60.8% |
| YTD | +60.2% | +12.5% | +47.7% | +45.8% |
| 1Y | +76.8% | +41.3% | +35.4% | +38.0% |
| 3Y | +191.2% | +170.2% | +21.0% | +50.3% |
| 5Y | +430.9% | +192.5% | +238.4% | +152.2% |
| All | +751.2% | +349.3% | +402.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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