-30.1%
NVTS vs WCC
+163.2%
-193.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.0% |
| 7D | +3.9% | +9.9% | -6.0% | -3.7% |
| 30D | -4.3% | -8.4% | +4.1% | +3.0% |
| 3M | -34.5% | -10.3% | -24.1% | -27.5% |
| 6M | -57.7% | -10.5% | -47.2% | -51.7% |
| YTD | +25.4% | +32.2% | -6.8% | +7.1% |
| 1Y | +13.1% | +25.5% | -12.4% | +0.7% |
| 3Y | +48.9% | +134.7% | -85.8% | -21.9% |
| 5Y | -51.8% | +139.9% | -191.7% | -77.5% |
| All | -30.1% | +163.2% | -193.3% | -68.3% |
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