-9.4%
NVTS vs WCC
+190.4%
-199.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.2% |
| 7D | +3.5% | +6.8% | -3.3% | -2.0% |
| 30D | -11.9% | -3.0% | -8.9% | -9.2% |
| 3M | -49.2% | +0.2% | -49.4% | -48.4% |
| 6M | +38.4% | +33.2% | +5.3% | +15.1% |
| YTD | +62.5% | +45.8% | +16.7% | +27.2% |
| 1Y | +101.4% | +68.4% | +33.0% | +41.0% |
| 3Y | +40.4% | +131.1% | -90.7% | -26.4% |
| All | -9.4% | +190.4% | -199.8% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling