+13.1%
NVTS vs WAB
+42.5%
-29.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -5.4% |
| 7D | +3.9% | +5.1% | -1.1% | -1.3% |
| 30D | -4.3% | +4.0% | -8.3% | -6.9% |
| 3M | -34.5% | +0.1% | -34.6% | -33.7% |
| 6M | -57.7% | +12.8% | -70.5% | -62.5% |
| YTD | +25.4% | +40.1% | -14.7% | -16.9% |
| 1Y | +13.1% | +46.4% | -33.2% | -27.1% |
| All | +13.1% | +42.5% | -29.4% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling