-6.3%
NVTS vs WCN
+29.5%
-35.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +9.7% | -0.4% | +10.1% | +9.7% |
| 30D | -13.6% | -2.1% | -11.5% | -13.6% |
| 3M | -51.0% | +6.4% | -57.4% | -51.7% |
| 6M | +46.3% | -3.7% | +50.0% | +47.0% |
| YTD | +68.1% | -6.4% | +74.4% | +69.8% |
| 1Y | +113.9% | -7.9% | +121.8% | +116.8% |
| 3Y | +45.3% | +20.8% | +24.5% | +14.4% |
| All | -6.3% | +29.5% | -35.7% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling