+214.5%
WMB vs NVTS
-15.6%
+230.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | 0.0% |
| 7D | +0.6% | +2.7% | -2.1% | +0.5% |
| 30D | +3.3% | -4.5% | +7.7% | +3.3% |
| 3M | +3.1% | -61.5% | +64.7% | +5.0% |
| 6M | -0.7% | +28.0% | -28.7% | -2.2% |
| YTD | +25.2% | +65.3% | -40.1% | +22.3% |
| 1Y | +32.9% | +113.0% | -80.1% | +28.5% |
| 3Y | +140.6% | +34.7% | +105.9% | +133.6% |
| All | +214.5% | -15.6% | +230.1% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling