+301.5%
FWONK vs NVMI
+3,059.0%
-2,757.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -7.7% | -8.4% | +0.7% | -6.4% |
| 3M | +5.7% | -33.6% | +39.3% | +12.7% |
| 6M | +13.5% | -14.7% | +28.1% | +13.6% |
| YTD | -3.0% | +13.2% | -16.2% | -9.5% |
| 1Y | -6.4% | +29.0% | -35.4% | -16.0% |
| 3Y | +43.8% | +215.0% | -171.2% | -4.9% |
| 5Y | +98.6% | +268.6% | -170.0% | +20.5% |
| 10Y | +340.0% | +3,124.7% | -2,784.7% | +46.2% |
| All | +301.5% | +3,059.0% | -2,757.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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