-55.6%
NVTS vs WCN
+48.0%
-103.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +3.9% | +2.6% | +1.4% | +4.2% |
| 30D | -4.3% | +23.9% | -28.3% | -3.0% |
| 3M | -34.5% | +17.4% | -51.9% | -33.6% |
| 6M | -57.7% | +28.0% | -85.7% | -57.9% |
| YTD | +25.4% | +11.6% | +13.8% | +28.5% |
| 1Y | +13.1% | +16.9% | -3.7% | +14.5% |
| 3Y | +48.9% | +51.6% | -2.7% | +14.4% |
| All | -55.6% | +48.0% | -103.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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