+13.5%
WFC vs NVTS
+105.1%
-91.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +1.5% | -16.5% | +18.0% | +2.2% |
| 3M | +10.2% | -47.6% | +57.8% | +12.6% |
| 6M | +18.8% | +7.3% | +11.5% | +12.3% |
| YTD | -1.5% | +62.9% | -64.4% | -11.7% |
| 1Y | +13.5% | +91.3% | -77.7% | +0.5% |
| All | +13.5% | +105.1% | -91.6% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling