-30.1%
NVTS vs WWD
+197.5%
-227.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -5.9% |
| 7D | +3.9% | +4.0% | 0.0% | +1.2% |
| 30D | -4.3% | +0.4% | -4.7% | -3.9% |
| 3M | -34.5% | -7.9% | -26.6% | -29.4% |
| 6M | -57.7% | -10.6% | -47.1% | -53.8% |
| YTD | +25.4% | +9.4% | +16.0% | +15.0% |
| 1Y | +13.1% | +25.7% | -12.6% | -8.1% |
| 3Y | +48.9% | +148.5% | -99.6% | -34.7% |
| 5Y | -51.8% | +189.5% | -241.3% | -82.4% |
| All | -30.1% | +197.5% | -227.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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