-30.1%
NVTS vs WEC
+56.3%
-86.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.1% |
| 7D | +3.9% | +2.3% | +1.6% | +4.6% |
| 30D | -4.3% | +11.1% | -15.4% | -1.3% |
| 3M | -34.5% | +8.4% | -42.9% | -32.8% |
| 6M | -57.7% | +7.5% | -65.2% | -56.7% |
| YTD | +25.4% | +15.3% | +10.0% | +30.3% |
| 1Y | +13.1% | +9.7% | +3.4% | +16.7% |
| 3Y | +48.9% | +64.7% | -15.8% | +55.0% |
| 5Y | -51.8% | +57.3% | -109.0% | -48.2% |
| All | -30.1% | +56.3% | -86.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling