+2,048.1%
WEC vs NVS
+1,076.7%
+971.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +0.4% | -15.4% | +15.8% | +4.4% |
| 30D | +0.9% | -12.3% | +13.2% | +3.8% |
| 3M | -5.3% | -7.8% | +2.5% | -4.0% |
| 6M | -6.6% | -13.0% | +6.4% | -3.9% |
| YTD | +3.3% | +2.8% | +0.5% | +1.6% |
| 1Y | +2.1% | +10.6% | -8.6% | -1.7% |
| 3Y | +39.6% | +55.1% | -15.5% | +22.6% |
| 5Y | +31.2% | +91.7% | -60.5% | +8.6% |
| 10Y | +148.4% | +181.2% | -32.8% | +86.9% |
| All | +2,048.1% | +1,076.7% | +971.4% | +1,157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling