-7.8%
NVTS vs WY
-23.8%
+16.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +5.7% |
| 7D | +2.7% | -1.7% | +4.4% | +4.1% |
| 30D | -4.5% | -10.1% | +5.6% | +3.6% |
| 3M | -61.5% | -5.1% | -56.4% | -61.1% |
| 6M | +28.0% | -4.8% | +32.8% | +27.9% |
| YTD | +65.3% | -0.2% | +65.5% | +56.2% |
| 1Y | +113.0% | -6.6% | +119.6% | +110.0% |
| 3Y | +34.7% | -22.7% | +57.4% | +59.9% |
| All | -7.8% | -23.8% | +16.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling