+986.3%
WDC vs NVTS
-20.2%
+1,006.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.9% |
| 7D | +4.4% | +0.5% | +4.0% | +4.4% |
| 30D | +5.3% | -18.0% | +23.3% | +8.3% |
| 3M | -5.9% | -45.6% | +39.7% | +2.0% |
| 6M | +73.2% | +28.5% | +44.8% | +65.3% |
| YTD | +167.8% | +56.2% | +111.7% | +149.3% |
| 1Y | +386.0% | +97.7% | +288.3% | +333.7% |
| 3Y | +1,309.7% | +35.0% | +1,274.7% | +1,127.1% |
| All | +986.3% | -20.2% | +1,006.6% | +748.0% |
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