+155.6%
NVO vs WM
+303.2%
-147.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -5.4% | -4.5% | -1.0% | -4.1% |
| 3M | +7.0% | -2.2% | +9.2% | +7.6% |
| 6M | +17.6% | -11.5% | +29.1% | +21.9% |
| YTD | -8.0% | -0.7% | -7.4% | -8.4% |
| 1Y | -13.8% | +0.3% | -14.2% | -14.6% |
| 3Y | -50.3% | +44.2% | -94.5% | -57.1% |
| 5Y | +0.7% | +51.6% | -51.0% | -15.3% |
| 10Y | +155.6% | +310.4% | -154.8% | +82.7% |
| All | +155.6% | +303.2% | -147.6% | +82.7% |
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