+351.4%
WMB vs NVT
+699.2%
-347.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.9% |
| 7D | +0.6% | +5.1% | -4.5% | -1.4% |
| 30D | +3.3% | -3.7% | +7.0% | +4.4% |
| 3M | +3.1% | -10.1% | +13.3% | +5.7% |
| 6M | -0.7% | +37.5% | -38.2% | -16.3% |
| YTD | +25.2% | +53.7% | -28.6% | -0.3% |
| 1Y | +32.9% | +70.9% | -38.0% | -0.5% |
| 3Y | +140.6% | +180.4% | -39.8% | +31.2% |
| 5Y | +273.5% | +393.5% | -120.0% | +41.4% |
| All | +351.4% | +699.2% | -347.8% | +17.5% |
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