+203.7%
NVO vs WM
+329.9%
-126.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | +5.3% | +13.7% | -8.3% | +0.9% |
| 3M | -13.6% | +5.2% | -18.9% | -15.2% |
| 6M | -10.5% | +11.2% | -21.7% | -13.8% |
| YTD | -16.0% | +9.4% | -25.4% | -19.1% |
| 1Y | -7.0% | +20.4% | -27.4% | -13.2% |
| 3Y | -56.1% | +44.7% | -100.8% | -62.2% |
| 5Y | -19.0% | +58.5% | -77.5% | -33.0% |
| 10Y | +203.7% | +326.4% | -122.7% | +112.9% |
| All | +203.7% | +329.9% | -126.2% | +112.9% |
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