+133.3%
WFC vs NVT
+184.0%
-50.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +0.4% | +7.0% | -6.6% | -1.3% |
| 30D | +2.5% | -2.3% | +4.8% | +2.7% |
| 3M | +10.0% | -3.1% | +13.1% | +9.5% |
| 6M | +15.1% | +47.0% | -32.0% | 0.0% |
| YTD | -2.2% | +56.2% | -58.4% | -16.8% |
| 1Y | +13.5% | +74.5% | -61.1% | -7.7% |
| All | +133.3% | +184.0% | -50.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling