+1,643.4%
WMB vs NVS
+1,269.4%
+374.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | +0.6% | +4.0% | -3.4% | -1.7% |
| 30D | +3.3% | +3.6% | -0.3% | +0.9% |
| 3M | +3.1% | +7.8% | -4.7% | -1.8% |
| 6M | -0.7% | -0.2% | -0.5% | -1.8% |
| YTD | +25.2% | +19.6% | +5.6% | +11.9% |
| 1Y | +32.9% | +28.4% | +4.5% | +13.7% |
| 3Y | +140.6% | +76.2% | +64.4% | +69.1% |
| 5Y | +273.5% | +111.1% | +162.4% | +132.6% |
| 10Y | +334.2% | +224.3% | +110.0% | +108.7% |
| All | +1,643.4% | +1,269.4% | +374.1% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling