+190.2%
WMB vs NVTS
-38.4%
+228.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +3.4% |
| 7D | -6.7% | +20.8% | -27.5% | -7.1% |
| 30D | -8.6% | -11.1% | +2.6% | -8.4% |
| 3M | -4.9% | -31.0% | +26.1% | -4.3% |
| 6M | -6.3% | -47.4% | +41.1% | -5.6% |
| YTD | +13.0% | +34.2% | -21.2% | +10.7% |
| 1Y | +14.9% | +22.2% | -7.3% | +12.8% |
| 3Y | +113.4% | +68.4% | +45.0% | +102.8% |
| 5Y | +190.2% | -39.0% | +229.2% | +169.9% |
| All | +190.2% | -38.4% | +228.5% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling