+510.2%
WELL vs NVT
+699.2%
-189.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -3.0% |
| 7D | -0.8% | +5.1% | -5.9% | -2.6% |
| 30D | -0.1% | -3.7% | +3.6% | +0.8% |
| 3M | +18.0% | -10.1% | +28.2% | +20.0% |
| 6M | +15.0% | +37.5% | -22.5% | -2.3% |
| YTD | +28.6% | +53.7% | -25.1% | +3.7% |
| 1Y | +42.9% | +70.9% | -27.9% | +8.7% |
| 3Y | +203.0% | +180.4% | +22.6% | +64.4% |
| 5Y | +206.9% | +393.5% | -186.6% | +14.0% |
| All | +510.2% | +699.2% | -189.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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