+957.1%
WDC vs NVS
+92.5%
+864.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | -15.7% | +20.1% | +7.3% |
| 30D | +5.3% | -11.1% | +16.4% | +6.8% |
| 3M | -5.9% | -7.2% | +1.3% | -6.3% |
| 6M | +73.2% | -12.3% | +85.6% | +75.5% |
| YTD | +167.8% | +2.8% | +165.1% | +158.4% |
| 1Y | +386.0% | +11.9% | +374.0% | +357.4% |
| 3Y | +1,309.7% | +55.1% | +1,254.6% | +1,070.5% |
| 5Y | +957.1% | +94.1% | +863.0% | +619.0% |
| All | +957.1% | +92.5% | +864.6% | +619.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling