-9.4%
NVTS vs WPM
+295.6%
-304.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.9% |
| 7D | +3.5% | +3.9% | -0.4% | +1.4% |
| 30D | -11.9% | +17.7% | -29.6% | -19.3% |
| 3M | -49.2% | +39.4% | -88.7% | -57.0% |
| 6M | +38.4% | +6.4% | +32.0% | +32.2% |
| YTD | +62.5% | +34.0% | +28.5% | +42.3% |
| 1Y | +101.4% | +50.5% | +50.9% | +69.6% |
| 3Y | +40.4% | +280.3% | -239.9% | -22.2% |
| All | -9.4% | +295.6% | -304.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling