+1,119.4%
NBIS vs WM
+5.2%
+1,114.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.3% |
| 7D | +22.2% | -0.9% | +23.1% | +21.4% |
| 30D | +29.7% | -4.3% | +34.1% | +25.4% |
| 3M | +11.9% | +0.8% | +11.1% | +11.7% |
| 6M | +173.0% | -10.8% | +183.8% | +166.6% |
| YTD | +191.4% | -0.1% | +191.4% | +191.0% |
| 1Y | +280.7% | +1.0% | +279.7% | +284.8% |
| All | +1,119.4% | +5.2% | +1,114.2% | +1,119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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