+1,076.7%
NVS vs WSM
+10,516.5%
-9,439.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -15.4% | +2.6% | -18.0% | -15.6% |
| 30D | -12.3% | -9.3% | -3.0% | -11.5% |
| 3M | -7.8% | +7.1% | -14.9% | -8.5% |
| 6M | -13.0% | +21.7% | -34.7% | -14.7% |
| YTD | +2.8% | +28.7% | -26.0% | 0.0% |
| 1Y | +10.6% | +13.9% | -3.2% | +8.8% |
| 3Y | +55.1% | +232.2% | -177.1% | +34.4% |
| 5Y | +91.7% | +176.4% | -84.7% | +65.8% |
| 10Y | +181.2% | +1,072.4% | -891.2% | +101.7% |
| All | +1,076.7% | +10,516.5% | -9,439.8% | +512.4% |
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