+7.0%
WMT vs NVTS
+109.2%
-102.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.2% |
| 7D | +3.9% | +2.7% | +1.2% | +3.9% |
| 30D | -4.4% | -4.5% | +0.1% | -4.4% |
| 3M | -8.8% | -61.5% | +52.7% | -8.2% |
| 6M | -15.6% | +28.0% | -43.6% | -17.3% |
| YTD | -3.2% | +65.3% | -68.5% | -6.1% |
| 1Y | +7.0% | +113.0% | -105.9% | +0.7% |
| All | +7.0% | +109.2% | -102.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling