-30.1%
NVTS vs WPM
+231.7%
-261.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.2% |
| 7D | +3.9% | -3.6% | +7.5% | +6.1% |
| 30D | -4.3% | +1.4% | -5.8% | -4.8% |
| 3M | -34.5% | -0.2% | -34.3% | -34.6% |
| 6M | -57.7% | -7.3% | -50.4% | -56.3% |
| YTD | +25.4% | +12.3% | +13.0% | +20.3% |
| 1Y | +13.1% | +24.9% | -11.7% | +4.4% |
| 3Y | +48.9% | +210.4% | -161.4% | -8.4% |
| 5Y | -51.8% | +210.4% | -262.1% | -70.4% |
| All | -30.1% | +231.7% | -261.8% | -59.7% |
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 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