+2,861.8%
WDC vs NVS
+1,078.6%
+1,783.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.9% | +16.1% | +8.1% |
| 7D | +6.0% | -14.6% | +20.6% | +12.4% |
| 30D | +9.9% | -11.9% | +21.9% | +14.6% |
| 3M | -9.4% | -6.0% | -3.4% | -9.0% |
| 6M | +94.7% | -11.4% | +106.1% | +100.4% |
| YTD | +177.4% | +2.9% | +174.4% | +166.8% |
| 1Y | +412.6% | +10.2% | +402.3% | +377.5% |
| 3Y | +1,359.8% | +55.3% | +1,304.5% | +1,040.2% |
| 5Y | +992.6% | +89.6% | +903.0% | +667.2% |
| 10Y | +1,245.5% | +176.1% | +1,069.4% | +704.5% |
| All | +2,861.8% | +1,078.6% | +1,783.2% | +998.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling