-52.9%
NVO vs WSM
+230.1%
-283.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -7.6% | -0.5% | -7.1% | -7.5% |
| 30D | -6.0% | -7.7% | +1.7% | -4.7% |
| 3M | -0.8% | +3.8% | -4.5% | -1.6% |
| 6M | +16.5% | +22.7% | -6.2% | +12.1% |
| YTD | -11.1% | +28.0% | -39.1% | -14.7% |
| 1Y | -16.7% | +12.7% | -29.4% | -18.8% |
| 3Y | -52.9% | +231.3% | -284.2% | -60.0% |
| All | -52.9% | +230.1% | -283.0% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling