+127.9%
WFC vs NVT
+399.9%
-272.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +0.3% | +2.0% | -1.7% | -0.5% |
| 30D | +2.3% | -7.2% | +9.5% | +4.4% |
| 3M | +9.8% | -0.9% | +10.7% | +8.2% |
| 6M | +15.6% | +42.6% | -27.0% | -2.7% |
| YTD | -2.4% | +52.9% | -55.3% | -20.5% |
| 1Y | +13.8% | +64.5% | -50.6% | -11.0% |
| 3Y | +134.6% | +178.0% | -43.3% | +32.3% |
| 5Y | +127.9% | +402.8% | -274.9% | -13.1% |
| All | +127.9% | +399.9% | -272.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling