+596.8%
WDC vs NVTS
-36.0%
+632.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.4% | -4.0% |
| 7D | +12.1% | +3.9% | +8.1% | +11.5% |
| 30D | -18.8% | -4.3% | -14.5% | -18.1% |
| 3M | -39.3% | -34.5% | -4.8% | -35.5% |
| 6M | -40.1% | -57.7% | +17.6% | -33.1% |
| YTD | +71.8% | +25.4% | +46.5% | +65.0% |
| 1Y | +88.5% | +13.1% | +75.3% | +82.8% |
| 3Y | +770.0% | +48.9% | +721.1% | +633.0% |
| 5Y | +549.0% | -51.8% | +600.8% | +477.1% |
| All | +596.8% | -36.0% | +632.8% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling