-12.9%
NVTS vs WEC
+38.8%
-51.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.1% |
| 7D | +0.5% | -1.3% | +1.7% | +0.1% |
| 30D | -18.0% | -0.4% | -17.6% | -18.1% |
| 3M | -45.6% | -6.8% | -38.8% | -46.4% |
| 6M | +28.5% | -6.4% | +34.9% | +26.8% |
| YTD | +56.2% | +2.5% | +53.7% | +56.9% |
| 1Y | +97.7% | -0.4% | +98.1% | +98.2% |
| 3Y | +35.0% | +38.5% | -3.5% | +35.6% |
| All | -12.9% | +38.8% | -51.7% | -8.9% |
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