+143.5%
WBD vs NVTS
+32.4%
+111.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.2% |
| 7D | -0.6% | +0.5% | -1.0% | -0.6% |
| 30D | +4.2% | -18.0% | +22.2% | +5.1% |
| 3M | +7.5% | -45.6% | +53.1% | +10.3% |
| 6M | +1.6% | +28.5% | -26.9% | -2.4% |
| YTD | -2.2% | +56.2% | -58.3% | -7.9% |
| 1Y | +124.9% | +97.7% | +27.2% | +105.4% |
| All | +143.5% | +32.4% | +111.1% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling