+121.3%
WMB vs NVS
+90.8%
+30.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +7.8% | -1.3% | +9.1% | +7.9% |
| 30D | -5.1% | +9.3% | -14.4% | -5.5% |
| 3M | -4.7% | +5.8% | -10.5% | -5.3% |
| 6M | -7.4% | +7.2% | -14.6% | -8.3% |
| YTD | +17.5% | +20.0% | -2.5% | +13.9% |
| 1Y | +19.5% | +25.4% | -5.9% | +14.9% |
| 3Y | +121.3% | +89.2% | +32.1% | +86.4% |
| All | +121.3% | +90.8% | +30.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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