+116.3%
WFC vs NVT
+699.2%
-582.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.3% |
| 7D | +3.8% | +5.1% | -1.3% | +1.4% |
| 30D | +1.5% | -3.7% | +5.2% | +2.7% |
| 3M | +10.9% | -10.1% | +21.0% | +13.9% |
| 6M | +8.4% | +37.5% | -29.0% | -11.5% |
| YTD | -1.9% | +53.7% | -55.6% | -24.8% |
| 1Y | +12.3% | +70.9% | -58.5% | -19.7% |
| 3Y | +132.3% | +180.4% | -48.1% | +16.2% |
| 5Y | +130.1% | +393.5% | -263.4% | -20.6% |
| All | +116.3% | +699.2% | -582.9% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling