+1,149.8%
NBIX vs WSM
+10,266.1%
-9,116.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -0.2% | -7.7% | +7.5% | +1.9% |
| 3M | -4.0% | +3.8% | -7.8% | -5.2% |
| 6M | +20.6% | +22.7% | -2.1% | +13.5% |
| YTD | +10.1% | +28.0% | -17.9% | +2.0% |
| 1Y | +8.8% | +12.7% | -3.9% | +4.0% |
| 3Y | +42.5% | +231.3% | -188.8% | -4.2% |
| 5Y | +61.5% | +177.2% | -115.7% | +7.8% |
| 10Y | +217.6% | +1,065.8% | -848.2% | +24.4% |
| All | +1,149.8% | +10,266.1% | -9,116.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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