-40.1%
WDC vs NVTS
-57.0%
+16.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.4% | -2.0% |
| 7D | +12.1% | +3.9% | +8.1% | +10.2% |
| 30D | -18.8% | -4.3% | -14.5% | -17.2% |
| 3M | -39.3% | -34.5% | -4.8% | -28.0% |
| 6M | -40.1% | -57.7% | +17.6% | -20.5% |
| All | -40.1% | -57.0% | +16.9% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling