+216.2%
WELL vs NVTS
-14.2%
+230.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.3% | +9.7% | -11.0% | -1.4% |
| 30D | +0.5% | -13.6% | +14.1% | +0.6% |
| 3M | +19.1% | -51.0% | +70.1% | +19.8% |
| 6M | +17.0% | +46.3% | -29.4% | +15.5% |
| YTD | +29.2% | +68.1% | -38.9% | +27.1% |
| 1Y | +42.1% | +113.9% | -71.8% | +38.9% |
| 3Y | +204.5% | +45.3% | +159.3% | +202.7% |
| All | +216.2% | -14.2% | +230.4% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling