+645.8%
WDC vs NVT
+731.8%
-86.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -6.4% |
| 7D | -4.3% | +4.1% | -8.4% | -7.3% |
| 30D | -1.5% | -5.1% | +3.6% | +2.1% |
| 3M | -15.5% | -1.2% | -14.3% | -13.8% |
| 6M | +66.5% | +46.6% | +19.9% | +29.6% |
| YTD | +159.9% | +60.0% | +99.9% | +93.2% |
| 1Y | +366.0% | +70.8% | +295.2% | +233.6% |
| 3Y | +1,285.8% | +187.5% | +1,098.3% | +557.6% |
| 5Y | +925.6% | +426.1% | +499.4% | +209.4% |
| All | +645.8% | +731.8% | -86.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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