+297.5%
WBD vs NVS
+580.0%
-282.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | -15.7% | +15.1% | +6.8% |
| 30D | +4.2% | -11.1% | +15.3% | +8.9% |
| 3M | +7.5% | -7.2% | +14.7% | +9.8% |
| 6M | +1.6% | -12.3% | +13.9% | +6.2% |
| YTD | -2.2% | +2.8% | -4.9% | -5.5% |
| 1Y | +124.9% | +11.9% | +112.9% | +107.2% |
| 3Y | +149.1% | +55.1% | +94.1% | +91.1% |
| 5Y | +7.8% | +94.1% | -86.2% | -27.2% |
| 10Y | +14.9% | +181.2% | -166.4% | -38.8% |
| All | +297.5% | +580.0% | -282.5% | +32.9% |
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