-12.8%
NVO vs WSM
+19.9%
-32.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | +2.2% | -3.3% | +5.4% | +3.2% |
| 30D | +6.0% | -8.4% | +14.4% | +8.8% |
| 3M | +7.9% | +9.7% | -1.8% | +4.0% |
| 6M | +27.1% | +16.7% | +10.4% | +19.8% |
| YTD | -3.8% | +28.7% | -32.5% | -11.1% |
| 1Y | -12.8% | +13.7% | -26.5% | -18.9% |
| All | -12.8% | +19.9% | -32.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling