+64.7%
WEC vs NVS
+90.8%
-26.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +11.1% | +9.3% | +1.8% | +8.8% |
| 3M | +8.4% | +5.8% | +2.7% | +6.1% |
| 6M | +7.5% | +7.2% | +0.3% | +4.6% |
| YTD | +15.3% | +20.0% | -4.6% | +8.0% |
| 1Y | +9.7% | +25.4% | -15.6% | +1.3% |
| 3Y | +64.7% | +89.2% | -24.5% | +27.2% |
| All | +64.7% | +90.8% | -26.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling