+113.0%
NVTS vs WETO
-98.9%
+211.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -20.8% | +27.1% | +6.6% |
| 7D | +2.7% | -55.4% | +58.1% | +3.7% |
| 30D | -4.5% | -48.5% | +44.0% | -7.2% |
| 3M | -61.5% | -97.5% | +36.0% | -55.9% |
| 6M | +28.0% | -94.2% | +122.2% | +28.8% |
| YTD | +65.3% | -97.0% | +162.3% | +76.0% |
| 1Y | +113.0% | -98.9% | +211.9% | +117.9% |
| All | +113.0% | -98.9% | +211.9% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling