+322.4%
WMT vs NVT
+731.8%
-409.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +0.9% |
| 7D | 0.0% | +4.1% | -4.1% | -0.4% |
| 30D | -7.4% | -5.1% | -2.3% | -7.0% |
| 3M | -10.9% | -1.2% | -9.7% | -11.1% |
| 6M | -12.7% | +46.6% | -59.3% | -17.1% |
| YTD | -3.2% | +60.0% | -63.2% | -9.2% |
| 1Y | +5.3% | +70.8% | -65.5% | -2.4% |
| 3Y | +101.9% | +187.5% | -85.7% | +70.3% |
| 5Y | +134.6% | +426.1% | -291.6% | +80.2% |
| All | +322.4% | +731.8% | -409.4% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling