+543.2%
NBIS vs WM
+18.4%
+524.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +1.6% | -18.4% | -15.2% |
| 7D | +6.9% | +1.2% | +5.7% | +8.5% |
| 30D | -37.8% | +15.2% | -53.1% | -27.7% |
| 3M | -50.4% | +8.3% | -58.7% | -45.0% |
| 6M | -28.2% | +13.1% | -41.3% | -18.1% |
| YTD | +53.7% | +12.5% | +41.2% | +75.3% |
| 1Y | +36.3% | +21.8% | +14.5% | +56.8% |
| All | +543.2% | +18.4% | +524.8% | +634.7% |
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