+29,764.4%
NVO vs WM
+29,035.9%
+728.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | -2.6% | +0.8% | -3.3% | -2.7% |
| 30D | +6.5% | +13.8% | -7.3% | +4.8% |
| 3M | -11.8% | +6.4% | -18.2% | -12.5% |
| 6M | -10.3% | +13.2% | -23.5% | -11.7% |
| YTD | -15.2% | +10.8% | -26.0% | -16.4% |
| 1Y | -12.2% | +20.2% | -32.4% | -14.4% |
| 3Y | -55.7% | +46.5% | -102.2% | -57.9% |
| 5Y | -18.7% | +61.3% | -80.0% | -23.9% |
| 10Y | +210.3% | +324.8% | -114.4% | +160.7% |
| All | +29,764.4% | +29,035.9% | +728.5% | +21,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling