+5,563.9%
WAB vs NVS
+1,078.6%
+4,485.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +6.6% |
| 7D | +1.7% | -14.6% | +16.3% | +8.2% |
| 30D | -2.4% | -11.9% | +9.5% | +2.1% |
| 3M | +9.7% | -6.0% | +15.6% | +11.1% |
| 6M | +16.5% | -11.4% | +27.9% | +21.2% |
| YTD | +33.7% | +2.9% | +30.8% | +30.0% |
| 1Y | +49.7% | +10.2% | +39.4% | +40.8% |
| 3Y | +170.9% | +55.3% | +115.6% | +114.6% |
| 5Y | +228.0% | +89.6% | +138.4% | +135.2% |
| 10Y | +284.8% | +176.1% | +108.7% | +129.6% |
| All | +5,563.9% | +1,078.6% | +4,485.3% | +2,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling