+214.1%
WELL vs NVTS
-20.2%
+234.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +4.7% | -18.0% | +22.7% | +4.9% |
| 3M | +11.9% | -45.6% | +57.6% | +12.5% |
| 6M | +14.3% | +28.5% | -14.2% | +13.0% |
| YTD | +28.4% | +56.2% | -27.8% | +26.4% |
| 1Y | +42.3% | +97.7% | -55.4% | +39.2% |
| 3Y | +202.6% | +35.0% | +167.6% | +201.0% |
| All | +214.1% | -20.2% | +234.4% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling