+188.2%
WMB vs NVTS
-32.9%
+221.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | -6.9% | +9.6% | -16.5% | -7.2% |
| 30D | -7.2% | -13.0% | +5.8% | -7.0% |
| 3M | -5.4% | -28.8% | +23.3% | -4.9% |
| 6M | -4.9% | -48.5% | +43.6% | -4.1% |
| YTD | +14.7% | +31.4% | -16.7% | +12.4% |
| 1Y | +14.7% | -2.3% | +17.0% | +13.1% |
| 3Y | +116.4% | +49.8% | +66.5% | +106.9% |
| 5Y | +198.5% | -43.2% | +241.7% | +176.3% |
| All | +188.2% | -32.9% | +221.1% | +162.2% |
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 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