+113.2%
WDC vs NVS
+37.6%
+75.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -6.4% |
| 7D | -18.3% | +5.7% | -24.0% | -17.8% |
| 30D | -26.7% | +17.1% | -43.7% | -25.5% |
| 3M | -40.9% | +7.6% | -48.6% | -40.5% |
| 6M | -26.8% | +14.1% | -40.8% | -28.8% |
| YTD | +88.2% | +23.3% | +64.9% | +71.1% |
| 1Y | +113.2% | +36.0% | +77.2% | +83.6% |
| All | +113.2% | +37.6% | +75.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling