-6.3%
NVTS vs WST
-18.6%
+12.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.0% |
| 7D | +9.7% | -0.3% | +10.0% | +9.8% |
| 30D | -13.6% | -4.6% | -9.0% | -11.8% |
| 3M | -51.0% | +5.7% | -56.7% | -52.2% |
| 6M | +46.3% | +37.6% | +8.8% | +28.0% |
| YTD | +68.1% | +23.0% | +45.0% | +53.3% |
| 1Y | +113.9% | +33.8% | +80.1% | +87.8% |
| 3Y | +45.3% | -13.4% | +58.6% | +40.7% |
| All | -6.3% | -18.6% | +12.4% | -7.8% |
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