+5,122.5%
NI vs WSM
+34,818.5%
-29,696.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | +2.1% |
| 30D | -1.7% | -9.5% | +7.8% | -0.8% |
| 3M | -8.0% | +12.9% | -20.9% | -9.0% |
| 6M | -8.6% | +23.0% | -31.7% | -10.4% |
| YTD | +2.3% | +28.9% | -26.6% | -0.2% |
| 1Y | +6.9% | +13.7% | -6.7% | +5.3% |
| 3Y | +70.6% | +232.6% | -162.1% | +50.2% |
| 5Y | +96.4% | +185.9% | -89.5% | +72.3% |
| 10Y | +136.1% | +998.6% | -862.5% | +78.1% |
| All | +5,122.5% | +34,818.5% | -29,696.0% | +2,925.0% |
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