-7.8%
NVTS vs WCC
+187.1%
-194.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +3.0% |
| 7D | +2.7% | +4.5% | -1.8% | -0.9% |
| 30D | -4.5% | -5.8% | +1.3% | +0.6% |
| 3M | -61.5% | -3.7% | -57.9% | -59.4% |
| 6M | +28.0% | +23.1% | +4.9% | +13.4% |
| YTD | +65.3% | +44.2% | +21.1% | +30.6% |
| 1Y | +113.0% | +62.1% | +50.9% | +53.4% |
| 3Y | +34.7% | +121.1% | -86.4% | -27.0% |
| All | -7.8% | +187.1% | -194.9% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling