+222.3%
WAB vs NVS
+92.5%
+129.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -15.7% | +15.5% | +4.9% |
| 30D | -5.9% | -11.1% | +5.2% | -3.1% |
| 3M | +9.4% | -7.2% | +16.6% | +10.5% |
| 6M | +13.8% | -12.3% | +26.2% | +17.5% |
| YTD | +31.8% | +2.8% | +29.0% | +28.2% |
| 1Y | +48.5% | +11.9% | +36.6% | +39.8% |
| 3Y | +167.0% | +55.1% | +111.9% | +116.0% |
| 5Y | +222.3% | +94.1% | +128.3% | +129.8% |
| All | +222.3% | +92.5% | +129.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 5y: compounded portfolio wealth divided by compounded NVS 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…
5y analysis · Full analysis span regression · 6 months rolling