+1,188.5%
WDC vs NVS
+179.5%
+1,009.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -14.3% | +10.0% | +1.5% |
| 30D | -1.5% | -10.0% | +8.5% | +1.6% |
| 3M | -15.5% | -10.9% | -4.6% | -13.3% |
| 6M | +66.5% | -12.0% | +78.4% | +71.6% |
| YTD | +159.9% | +2.5% | +157.3% | +146.9% |
| 1Y | +366.0% | +10.7% | +355.3% | +324.3% |
| 3Y | +1,285.8% | +53.3% | +1,232.5% | +918.1% |
| 5Y | +925.6% | +93.6% | +832.0% | +524.3% |
| All | +1,188.5% | +179.5% | +1,009.0% | +564.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling