+187.5%
NVT vs WSM
+230.1%
-42.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | -5.1% | -7.7% | +2.6% | -2.5% |
| 3M | -1.2% | +3.8% | -4.9% | -2.9% |
| 6M | +46.6% | +22.7% | +23.9% | +35.5% |
| YTD | +60.0% | +28.0% | +32.0% | +45.6% |
| 1Y | +70.8% | +12.7% | +58.1% | +61.6% |
| 3Y | +187.5% | +231.3% | -43.7% | +98.4% |
| All | +187.5% | +230.1% | -42.5% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling