+17.1%
WBD vs NVT
+731.8%
-714.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -2.4% |
| 7D | -0.7% | +4.1% | -4.8% | -2.5% |
| 30D | +1.4% | -5.1% | +6.5% | +3.0% |
| 3M | +4.4% | -1.2% | +5.6% | +2.9% |
| 6M | +0.8% | +46.6% | -45.8% | -17.6% |
| YTD | -2.7% | +60.0% | -62.7% | -24.2% |
| 1Y | +73.4% | +70.8% | +2.6% | +29.6% |
| 3Y | +142.1% | +187.5% | -45.4% | +32.6% |
| 5Y | +7.2% | +426.1% | -418.9% | -57.2% |
| All | +17.1% | +731.8% | -714.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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