+16.6%
WBD vs NVT
+712.1%
-695.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.2% |
| 7D | -1.7% | +7.0% | -8.7% | -4.4% |
| 30D | +3.9% | -2.3% | +6.2% | +4.3% |
| 3M | +5.1% | -3.1% | +8.2% | +4.4% |
| 6M | +0.6% | +47.0% | -46.5% | -17.9% |
| YTD | -3.2% | +56.2% | -59.4% | -23.8% |
| 1Y | +127.7% | +74.5% | +53.1% | +68.5% |
| 3Y | +146.6% | +184.0% | -37.5% | +35.7% |
| 5Y | +4.2% | +410.8% | -406.6% | -57.8% |
| All | +16.6% | +712.1% | -695.5% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling