-12.9%
NVTS vs WCC
+181.0%
-193.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.6% | -1.1% |
| 7D | +0.5% | +1.7% | -1.2% | -0.8% |
| 30D | -18.0% | -6.1% | -12.0% | -13.2% |
| 3M | -45.6% | +3.1% | -48.7% | -46.1% |
| 6M | +28.5% | +28.2% | +0.2% | +10.2% |
| YTD | +56.2% | +41.1% | +15.1% | +25.7% |
| 1Y | +97.7% | +61.3% | +36.4% | +43.4% |
| 3Y | +35.0% | +123.6% | -88.7% | -27.3% |
| All | -12.9% | +181.0% | -193.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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