+11.3%
WBD vs NVTS
-20.2%
+31.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.4% |
| 7D | -0.6% | +0.5% | -1.0% | -0.7% |
| 30D | +4.2% | -18.0% | +22.2% | +5.8% |
| 3M | +7.5% | -45.6% | +53.1% | +12.3% |
| 6M | +1.6% | +28.5% | -26.9% | -5.3% |
| YTD | -2.2% | +56.2% | -58.3% | -11.9% |
| 1Y | +124.9% | +97.7% | +27.2% | +92.4% |
| 3Y | +149.1% | +35.0% | +114.1% | +110.5% |
| All | +11.3% | -20.2% | +31.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling