+196.7%
WMB vs NVTS
-31.6%
+228.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.8% | +0.9% |
| 7D | +8.1% | +21.6% | -13.6% | +7.5% |
| 30D | -6.9% | -8.5% | +1.6% | -6.8% |
| 3M | -5.1% | -31.4% | +26.3% | -4.5% |
| 6M | -5.7% | -50.3% | +44.6% | -4.8% |
| YTD | +18.1% | +33.9% | -15.8% | +15.7% |
| 1Y | +18.4% | +10.6% | +7.8% | +16.5% |
| 3Y | +122.7% | +52.7% | +70.0% | +112.9% |
| 5Y | +202.0% | -48.5% | +250.5% | +181.6% |
| All | +196.7% | -31.6% | +228.3% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling