+221.6%
WMB vs NVTS
-14.2%
+235.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.2% |
| 7D | +0.8% | +9.7% | -8.9% | +0.6% |
| 30D | +7.7% | -13.6% | +21.3% | +8.0% |
| 3M | +6.7% | -51.0% | +57.7% | +8.1% |
| 6M | +3.6% | +46.3% | -42.7% | +1.8% |
| YTD | +28.0% | +68.1% | -40.1% | +25.0% |
| 1Y | +37.6% | +113.9% | -76.3% | +33.1% |
| 3Y | +149.0% | +45.3% | +103.8% | +140.9% |
| All | +221.6% | -14.2% | +235.8% | +191.4% |
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