+750.3%
NVT vs WPM
+711.7%
+38.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +4.4% |
| 7D | +4.1% | -0.6% | +4.6% | +4.2% |
| 30D | -5.1% | +14.4% | -19.5% | -7.0% |
| 3M | -1.2% | +37.0% | -38.2% | -5.7% |
| 6M | +46.6% | +4.1% | +42.5% | +44.4% |
| YTD | +60.0% | +31.7% | +28.3% | +53.4% |
| 1Y | +70.8% | +44.2% | +26.6% | +61.9% |
| 3Y | +187.5% | +265.5% | -77.9% | +146.0% |
| 5Y | +426.1% | +262.5% | +163.7% | +343.2% |
| All | +750.3% | +711.7% | +38.5% | +640.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling