+214.4%
WELL vs NVTS
-17.0%
+231.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | +0.7% | -11.9% | +12.7% | +0.8% |
| 3M | +14.5% | -49.2% | +63.8% | +15.2% |
| 6M | +14.4% | +38.4% | -24.0% | +13.1% |
| YTD | +28.5% | +62.5% | -34.0% | +26.4% |
| 1Y | +41.8% | +101.4% | -59.6% | +38.7% |
| 3Y | +202.8% | +40.4% | +162.4% | +201.1% |
| All | +214.4% | -17.0% | +231.4% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling