+94.0%
NVS vs WSM
+175.3%
-81.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -14.3% | -0.5% | -13.7% | -14.2% |
| 30D | -10.0% | -7.7% | -2.2% | -9.6% |
| 3M | -10.9% | +3.8% | -14.7% | -11.1% |
| 6M | -12.0% | +22.7% | -34.6% | -13.0% |
| YTD | +2.5% | +28.0% | -25.5% | +1.1% |
| 1Y | +10.7% | +12.7% | -2.0% | +9.7% |
| 3Y | +53.3% | +231.3% | -178.0% | +41.5% |
| All | +94.0% | +175.3% | -81.3% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling