+1,001.4%
WDC vs NVTS
-15.6%
+1,017.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.3% | -0.4% | +5.0% |
| 7D | +1.7% | +2.7% | -1.0% | +1.3% |
| 30D | -10.0% | -4.5% | -5.5% | -9.6% |
| 3M | -18.8% | -61.5% | +42.8% | -8.1% |
| 6M | +79.0% | +28.0% | +51.0% | +70.7% |
| YTD | +171.6% | +65.3% | +106.3% | +150.7% |
| 1Y | +417.4% | +113.0% | +304.4% | +357.2% |
| 3Y | +1,251.8% | +34.7% | +1,217.1% | +1,083.2% |
| All | +1,001.4% | -15.6% | +1,017.0% | +752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling