-10.8%
NVTS vs WY
+0.3%
-11.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +11.2% |
| 7D | -0.3% | +13.3% | -13.7% | +5.0% |
| 30D | -24.4% | +17.6% | -42.0% | -19.1% |
| 3M | -26.5% | -15.0% | -11.5% | -29.6% |
| 6M | -41.4% | -5.9% | -35.5% | -41.1% |
| YTD | +30.7% | -5.7% | +36.4% | +33.5% |
| 1Y | -10.8% | -0.2% | -10.6% | -3.1% |
| All | -10.8% | +0.3% | -11.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling