+730.1%
NVT vs WPM
+725.6%
+4.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.6% |
| 7D | +7.0% | +3.9% | +3.1% | +6.4% |
| 30D | -2.3% | +17.7% | -20.0% | -4.7% |
| 3M | -3.1% | +39.4% | -42.5% | -7.7% |
| 6M | +47.0% | +6.4% | +40.6% | +44.4% |
| YTD | +56.2% | +34.0% | +22.2% | +49.4% |
| 1Y | +74.5% | +50.5% | +24.0% | +64.6% |
| 3Y | +184.0% | +280.3% | -96.3% | +141.9% |
| 5Y | +410.8% | +266.3% | +144.4% | +329.3% |
| All | +730.1% | +725.6% | +4.5% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling