-6.3%
NVTS vs WAB
+217.6%
-223.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | +9.7% | +1.7% | +8.0% | +7.9% |
| 30D | -13.6% | -2.4% | -11.2% | -11.1% |
| 3M | -51.0% | +9.7% | -60.7% | -56.4% |
| 6M | +46.3% | +16.5% | +29.8% | +23.1% |
| YTD | +68.1% | +33.7% | +34.3% | +22.1% |
| 1Y | +113.9% | +49.7% | +64.2% | +38.8% |
| 3Y | +45.3% | +170.9% | -125.7% | -51.8% |
| All | -6.3% | +217.6% | -223.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling