+1,036.6%
WDC vs NVTS
-17.0%
+1,053.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +1.5% |
| 7D | +7.5% | +3.5% | +4.0% | +7.0% |
| 30D | +10.1% | -11.9% | +22.0% | +12.0% |
| 3M | -6.8% | -49.2% | +42.4% | +1.8% |
| 6M | +84.1% | +38.4% | +45.7% | +74.0% |
| YTD | +180.3% | +62.5% | +117.8% | +159.3% |
| 1Y | +411.1% | +101.4% | +309.7% | +354.4% |
| 3Y | +1,375.0% | +40.4% | +1,334.6% | +1,176.7% |
| All | +1,036.6% | -17.0% | +1,053.7% | +782.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling