+770.0%
WDC vs NVS
+90.8%
+679.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | -1.3% | +13.3% | +12.1% |
| 30D | -18.8% | +9.3% | -28.1% | -18.9% |
| 3M | -39.3% | +5.8% | -45.1% | -39.5% |
| 6M | -40.1% | +7.2% | -47.3% | -40.8% |
| YTD | +71.8% | +20.0% | +51.8% | +66.6% |
| 1Y | +88.5% | +25.4% | +63.1% | +81.6% |
| 3Y | +770.0% | +89.2% | +680.8% | +682.9% |
| All | +770.0% | +90.8% | +679.2% | +682.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling