-54.9%
NVO vs WM
+48.6%
-103.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.3% | +3.2% | +0.1% | +2.5% |
| 30D | +9.2% | +13.0% | -3.8% | +6.1% |
| 3M | -9.8% | +9.2% | -19.0% | -11.8% |
| 6M | -10.4% | +13.6% | -24.1% | -13.2% |
| YTD | -14.1% | +12.4% | -26.5% | -16.9% |
| 1Y | -11.1% | +21.2% | -32.3% | -15.4% |
| 3Y | -54.9% | +48.7% | -103.6% | -59.1% |
| All | -54.9% | +48.6% | -103.6% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling