+11.4%
WBD vs NVS
+179.5%
-168.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -14.3% | +13.5% | +3.9% |
| 30D | +1.4% | -10.0% | +11.4% | +4.3% |
| 3M | +4.4% | -10.9% | +15.3% | +7.5% |
| 6M | +0.8% | -12.0% | +12.8% | +4.1% |
| YTD | -2.7% | +2.5% | -5.2% | -5.2% |
| 1Y | +73.4% | +10.7% | +62.7% | +63.4% |
| 3Y | +142.1% | +53.3% | +88.8% | +97.2% |
| 5Y | +7.2% | +93.6% | -86.4% | -21.9% |
| All | +11.4% | +179.5% | -168.2% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling