-10.8%
NVTS vs NWSA
+18.2%
-29.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +11.3% |
| 7D | -0.3% | +4.3% | -4.6% | +2.3% |
| 30D | -24.4% | +5.6% | -30.0% | -21.7% |
| 3M | -26.5% | +7.3% | -33.7% | -22.6% |
| 6M | -41.4% | +18.8% | -60.2% | -34.2% |
| YTD | +30.7% | +17.9% | +12.8% | +45.6% |
| 1Y | -10.8% | +19.3% | -30.1% | -0.1% |
| All | -10.8% | +18.2% | -29.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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