+227.6%
WELL vs NVTS
-31.6%
+259.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.9% |
| 7D | +0.1% | +21.6% | -21.5% | 0.0% |
| 30D | +6.8% | -8.5% | +15.3% | +6.8% |
| 3M | +6.7% | -31.4% | +38.1% | +7.0% |
| 6M | +13.8% | -50.3% | +64.2% | +14.2% |
| YTD | +33.8% | +33.9% | -0.1% | +31.8% |
| 1Y | +29.6% | +10.6% | +19.0% | +28.0% |
| 3Y | +203.1% | +52.7% | +150.4% | +197.3% |
| 5Y | +223.8% | -48.5% | +272.3% | +210.7% |
| All | +227.6% | -31.6% | +259.2% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling