-39.3%
WDC vs NVS
+5.0%
-44.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | -1.3% | +13.3% | +11.8% |
| 30D | -18.8% | +9.3% | -28.1% | -16.5% |
| 3M | -39.3% | +5.8% | -45.1% | -37.8% |
| All | -39.3% | +5.0% | -44.3% | -37.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling