+349.9%
WELL vs NVS
+180.2%
+169.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | -15.7% | +13.5% | +4.8% |
| 30D | +4.7% | -11.1% | +15.8% | +9.2% |
| 3M | +11.9% | -7.2% | +19.1% | +14.2% |
| 6M | +14.3% | -12.3% | +26.6% | +19.7% |
| YTD | +28.4% | +2.8% | +25.6% | +24.4% |
| 1Y | +42.3% | +11.9% | +30.3% | +32.0% |
| 3Y | +202.6% | +55.1% | +147.5% | +133.9% |
| 5Y | +206.5% | +94.1% | +112.5% | +105.3% |
| All | +349.9% | +180.2% | +169.8% | +185.6% |
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