+113.2%
WDC vs NVTS
-9.1%
+122.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.0% | -15.8% | -9.8% |
| 7D | -18.3% | -0.3% | -18.0% | -18.5% |
| 30D | -26.7% | -24.4% | -2.3% | -20.0% |
| 3M | -40.9% | -26.5% | -14.5% | -35.6% |
| 6M | -26.8% | -41.4% | +14.6% | -16.5% |
| YTD | +88.2% | +30.7% | +57.5% | +54.9% |
| 1Y | +113.2% | -10.8% | +124.0% | +91.9% |
| All | +113.2% | -9.1% | +122.3% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling