+43.0%
NVTS vs WEC
+40.3%
+2.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.7% |
| 30D | -11.9% | +0.9% | -12.8% | -11.5% |
| 3M | -49.2% | -5.3% | -43.9% | -50.2% |
| 6M | +38.4% | -6.6% | +45.0% | +35.4% |
| YTD | +62.5% | +3.3% | +59.2% | +64.5% |
| 1Y | +101.4% | +2.1% | +99.3% | +105.0% |
| All | +43.0% | +40.3% | +2.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling