-25.3%
NVTS vs WWD
+199.4%
-224.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.5% |
| 7D | +21.6% | +8.2% | +13.5% | +15.0% |
| 30D | -8.5% | -0.2% | -8.3% | -7.6% |
| 3M | -31.4% | -8.4% | -23.0% | -25.8% |
| 6M | -50.3% | -9.5% | -40.8% | -46.2% |
| YTD | +33.9% | +10.1% | +23.8% | +22.2% |
| 1Y | +10.6% | +21.6% | -10.9% | -7.5% |
| 3Y | +52.7% | +149.6% | -96.9% | -33.2% |
| 5Y | -48.5% | +191.3% | -239.8% | -81.3% |
| All | -25.3% | +199.4% | -224.7% | -72.9% |
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