+218.7%
WMB vs NVTS
-17.0%
+235.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | +4.6% | -11.9% | +16.5% | +4.8% |
| 3M | +5.7% | -49.2% | +55.0% | +7.0% |
| 6M | +4.2% | +38.4% | -34.2% | +2.5% |
| YTD | +26.8% | +62.5% | -35.6% | +24.0% |
| 1Y | +34.7% | +101.4% | -66.7% | +30.4% |
| 3Y | +146.8% | +40.4% | +106.4% | +138.9% |
| All | +218.7% | -17.0% | +235.8% | +189.0% |
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