-7.8%
NVTS vs WWD
+212.3%
-220.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.5% |
| 7D | +2.7% | +1.3% | +1.4% | +1.7% |
| 30D | -4.5% | -7.2% | +2.7% | +1.2% |
| 3M | -61.5% | -3.8% | -57.7% | -60.9% |
| 6M | +28.0% | -9.9% | +37.9% | +35.5% |
| YTD | +65.3% | +14.8% | +50.4% | +44.6% |
| 1Y | +113.0% | +42.1% | +70.9% | +55.2% |
| 3Y | +34.7% | +170.8% | -136.1% | -45.4% |
| All | -7.8% | +212.3% | -220.1% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling