+94.0%
NVS vs WPM
+263.6%
-169.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -14.3% | -0.6% | -13.7% | -14.2% |
| 30D | -10.0% | +14.4% | -24.4% | -11.8% |
| 3M | -10.9% | +37.0% | -47.9% | -15.1% |
| 6M | -12.0% | +4.1% | -16.1% | -13.2% |
| YTD | +2.5% | +31.7% | -29.2% | -2.9% |
| 1Y | +10.7% | +44.2% | -33.5% | +3.1% |
| 3Y | +53.3% | +265.5% | -212.2% | +21.7% |
| All | +94.0% | +263.6% | -169.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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