+33.4%
WEC vs NVS
+92.9%
-59.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | -14.3% | +13.7% | +3.4% |
| 30D | -2.6% | -10.0% | +7.3% | -0.5% |
| 3M | -6.0% | -10.9% | +4.9% | -3.8% |
| 6M | -5.4% | -12.0% | +6.5% | -2.9% |
| YTD | +2.5% | +2.5% | 0.0% | -0.3% |
| 1Y | -0.7% | +10.7% | -11.4% | -6.2% |
| 3Y | +38.7% | +53.3% | -14.6% | +14.6% |
| All | +33.4% | +92.9% | -59.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling