-9.1%
NVTS vs WPM
+288.9%
-298.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.3% |
| 7D | -1.4% | -0.6% | -0.9% | -1.1% |
| 30D | -16.5% | +14.4% | -30.9% | -22.4% |
| 3M | -47.6% | +37.0% | -84.6% | -55.3% |
| 6M | +7.3% | +4.1% | +3.2% | +3.7% |
| YTD | +62.9% | +31.7% | +31.2% | +44.0% |
| 1Y | +91.3% | +44.2% | +47.1% | +63.8% |
| 3Y | +43.4% | +265.5% | -222.1% | -19.1% |
| All | -9.1% | +288.9% | -298.1% | -51.7% |
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