-6.3%
NVTS vs GWW
+209.8%
-216.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.1% |
| 7D | +9.7% | -1.5% | +11.2% | +10.5% |
| 30D | -13.6% | +1.1% | -14.7% | -14.3% |
| 3M | -51.0% | -1.0% | -50.0% | -51.3% |
| 6M | +46.3% | +16.3% | +30.0% | +31.8% |
| YTD | +68.1% | +28.5% | +39.6% | +42.6% |
| 1Y | +113.9% | +30.3% | +83.6% | +80.4% |
| 3Y | +45.3% | +91.6% | -46.3% | -8.6% |
| All | -6.3% | +209.8% | -216.1% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling