+113.0%
NVTS vs GWW
+31.2%
+81.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.0% |
| 30D | -4.5% | +3.3% | -7.7% | -5.9% |
| 3M | -61.5% | +2.9% | -64.5% | -62.9% |
| 6M | +28.0% | +15.8% | +12.2% | +11.5% |
| YTD | +65.3% | +32.0% | +33.2% | +26.3% |
| 1Y | +113.0% | +29.9% | +83.1% | +64.0% |
| All | +113.0% | +31.2% | +81.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling