-9.4%
NVTS vs WU
-47.9%
+38.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | +3.5% | -4.9% | +8.4% | +6.1% |
| 30D | -11.9% | -1.3% | -10.6% | -11.7% |
| 3M | -49.2% | -3.6% | -45.7% | -50.4% |
| 6M | +38.4% | -24.3% | +62.8% | +57.9% |
| YTD | +62.5% | -21.1% | +83.6% | +80.5% |
| 1Y | +101.4% | -10.3% | +111.7% | +104.2% |
| 3Y | +40.4% | -28.4% | +68.8% | +60.3% |
| All | -9.4% | -47.9% | +38.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling