-26.7%
NVTS vs WST
-0.6%
-26.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +9.6% | +1.4% | +8.2% | +9.4% |
| 30D | -13.0% | +12.7% | -25.7% | -17.0% |
| 3M | -28.8% | +17.2% | -45.9% | -33.3% |
| 6M | -48.5% | +26.7% | -75.1% | -53.4% |
| YTD | +31.4% | +50.3% | -18.9% | +10.2% |
| 1Y | -2.3% | +50.2% | -52.5% | -18.2% |
| 3Y | +49.8% | +21.7% | +28.1% | +20.2% |
| 5Y | -43.2% | +2.0% | -45.2% | -48.7% |
| All | -26.7% | -0.6% | -26.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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