+317.2%
WMT vs NVT
+712.1%
-394.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | -0.2% | +7.0% | -7.2% | -0.9% |
| 30D | -5.8% | -2.3% | -3.5% | -5.7% |
| 3M | -10.8% | -3.1% | -7.7% | -10.9% |
| 6M | -14.3% | +47.0% | -61.4% | -18.7% |
| YTD | -4.4% | +56.2% | -60.6% | -10.1% |
| 1Y | +4.3% | +74.5% | -70.2% | -3.6% |
| 3Y | +100.1% | +184.0% | -84.0% | +68.9% |
| 5Y | +130.8% | +410.8% | -279.9% | +77.9% |
| All | +317.2% | +712.1% | -394.9% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling