+27.4%
WMT vs NVT
+3.0%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.7% | +16.2% | +2.2% |
| 7D | +8.8% | -19.5% | +28.2% | +6.9% |
| 30D | +22.9% | -32.4% | +55.3% | +19.7% |
| 3M | +16.1% | -30.3% | +46.4% | +13.2% |
| 6M | -0.5% | -30.4% | +30.0% | -2.6% |
| YTD | +16.7% | +11.3% | +5.3% | +15.7% |
| 1Y | +27.4% | +3.6% | +23.8% | +24.8% |
| All | +27.4% | +3.0% | +24.4% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling