+343.3%
WMB vs NVT
+694.8%
-351.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.3% |
| 7D | -1.7% | +2.0% | -3.7% | -2.4% |
| 30D | +0.7% | -7.2% | +7.9% | +3.3% |
| 3M | +1.5% | -0.9% | +2.4% | +0.1% |
| 6M | +0.1% | +42.6% | -42.5% | -17.0% |
| YTD | +22.9% | +52.9% | -30.0% | -1.9% |
| 1Y | +27.9% | +64.5% | -36.6% | -2.6% |
| 3Y | +139.1% | +178.0% | -38.8% | +31.0% |
| 5Y | +270.9% | +402.8% | -131.9% | +38.7% |
| All | +343.3% | +694.8% | -351.5% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling