+31,886.7%
NVO vs WSM
+34,191.7%
-2,305.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -5.5% | -10.7% | +5.2% | -4.6% |
| 3M | +4.1% | +8.5% | -4.4% | +3.3% |
| 6M | +19.3% | +19.6% | -0.3% | +17.3% |
| YTD | -9.2% | +26.6% | -35.8% | -11.2% |
| 1Y | -15.0% | +12.0% | -27.0% | -16.0% |
| 3Y | -50.9% | +226.6% | -277.5% | -56.2% |
| 5Y | -0.9% | +174.1% | -175.0% | -11.8% |
| 10Y | +152.4% | +1,052.9% | -900.5% | +93.0% |
| All | +31,886.7% | +34,191.7% | -2,305.0% | +18,758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling