+10.7%
WBD vs NVTS
-16.8%
+27.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.9% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +1.4% | -16.5% | +17.9% | +2.8% |
| 3M | +4.4% | -47.6% | +52.0% | +9.4% |
| 6M | +0.8% | +7.3% | -6.5% | -4.1% |
| YTD | -2.7% | +62.9% | -65.6% | -12.8% |
| 1Y | +73.4% | +91.3% | -17.9% | +48.8% |
| 3Y | +142.1% | +43.4% | +98.7% | +102.9% |
| All | +10.7% | -16.8% | +27.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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