+712.5%
NVT vs WSM
+985.8%
-273.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -7.2% | -10.7% | +3.5% | -3.4% |
| 3M | -0.9% | +8.5% | -9.4% | -4.2% |
| 6M | +42.6% | +19.6% | +23.0% | +32.7% |
| YTD | +52.9% | +26.6% | +26.3% | +39.1% |
| 1Y | +64.5% | +12.0% | +52.5% | +55.8% |
| 3Y | +178.0% | +226.6% | -48.7% | +70.5% |
| 5Y | +402.8% | +174.1% | +228.7% | +211.4% |
| All | +712.5% | +985.8% | -273.3% | +123.3% |
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