-7.8%
NVTS vs WST
-18.1%
+10.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | -4.5% | -3.1% | -1.3% | -3.0% |
| 3M | -61.5% | +7.2% | -68.7% | -62.7% |
| 6M | +28.0% | +36.8% | -8.8% | +12.2% |
| YTD | +65.3% | +23.8% | +41.4% | +50.3% |
| 1Y | +113.0% | +37.8% | +75.2% | +84.8% |
| 3Y | +34.7% | -15.9% | +50.6% | +33.8% |
| All | -7.8% | -18.1% | +10.3% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling