+142.0%
WEC vs NVS
+179.5%
-37.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.6% | -14.3% | +13.7% | +4.1% |
| 30D | -2.6% | -10.0% | +7.3% | 0.0% |
| 3M | -6.0% | -10.9% | +4.9% | -3.3% |
| 6M | -5.4% | -12.0% | +6.5% | -2.4% |
| YTD | +2.5% | +2.5% | 0.0% | -0.2% |
| 1Y | -0.7% | +10.7% | -11.4% | -6.3% |
| 3Y | +38.7% | +53.3% | -14.6% | +14.3% |
| 5Y | +31.7% | +93.6% | -61.9% | -2.2% |
| All | +142.0% | +179.5% | -37.5% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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