+140.2%
NI vs WSM
+1,071.8%
-931.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | -1.4% | -7.7% | +6.3% | -0.6% |
| 3M | -10.6% | +3.8% | -14.3% | -11.0% |
| 6M | -9.3% | +22.7% | -32.0% | -11.5% |
| YTD | +1.1% | +28.0% | -26.9% | -1.9% |
| 1Y | +3.4% | +12.7% | -9.3% | +1.5% |
| 3Y | +67.9% | +231.3% | -163.4% | +41.2% |
| 5Y | +98.0% | +177.2% | -79.2% | +66.4% |
| All | +140.2% | +1,071.8% | -931.6% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling