-9.1%
NVTS vs GWW
+207.6%
-216.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | -1.4% | -3.4% | +1.9% | +0.4% |
| 30D | -16.5% | -1.9% | -14.6% | -15.7% |
| 3M | -47.6% | -2.4% | -45.2% | -47.5% |
| 6M | +7.3% | +15.7% | -8.4% | -3.1% |
| YTD | +62.9% | +27.6% | +35.3% | +38.8% |
| 1Y | +91.3% | +27.2% | +64.1% | +63.4% |
| 3Y | +43.4% | +89.7% | -46.3% | -9.2% |
| All | -9.1% | +207.6% | -216.8% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling