+442.3%
WELL vs NVS
+260.1%
+182.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | +5.7% | +9.3% | -3.6% | +1.4% |
| 3M | +4.6% | +5.8% | -1.2% | +0.8% |
| 6M | +11.9% | +7.2% | +4.7% | +6.9% |
| YTD | +33.6% | +20.0% | +13.6% | +20.5% |
| 1Y | +29.8% | +25.4% | +4.4% | +14.4% |
| 3Y | +202.2% | +89.2% | +112.9% | +111.1% |
| 5Y | +223.2% | +134.6% | +88.6% | +95.3% |
| All | +442.3% | +260.1% | +182.2% | +200.2% |
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 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