+23.7%
WMB vs NVTS
-9.1%
+32.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.0% | -15.4% | -6.6% |
| 7D | -8.6% | -0.3% | -8.3% | -8.7% |
| 30D | -4.2% | -24.4% | +20.2% | -3.7% |
| 3M | -4.4% | -26.5% | +22.1% | -4.0% |
| 6M | -8.7% | -41.4% | +32.7% | -8.1% |
| YTD | +15.4% | +30.7% | -15.3% | +12.2% |
| 1Y | +23.7% | -10.8% | +34.5% | +22.2% |
| All | +23.7% | -9.1% | +32.8% | +22.2% |
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