+0.6%
NVO vs WM
+53.3%
-52.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -3.2% | -4.3% | +1.1% | -2.0% |
| 3M | +11.5% | +0.8% | +10.7% | +11.1% |
| 6M | +22.9% | -10.8% | +33.7% | +26.9% |
| YTD | -6.8% | -0.1% | -6.8% | -7.4% |
| 1Y | -12.6% | +1.0% | -13.7% | -13.6% |
| 3Y | -49.6% | +45.1% | -94.7% | -57.0% |
| 5Y | +0.6% | +52.1% | -51.5% | -17.7% |
| All | +0.6% | +53.3% | -52.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling