+113.0%
NVTS vs WSM
+19.9%
+93.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.1% |
| 7D | +2.7% | -3.3% | +6.0% | +4.6% |
| 30D | -4.5% | -8.4% | +3.9% | +0.2% |
| 3M | -61.5% | +9.7% | -71.2% | -63.7% |
| 6M | +28.0% | +16.7% | +11.3% | +14.6% |
| YTD | +65.3% | +28.7% | +36.6% | +44.1% |
| 1Y | +113.0% | +13.7% | +99.3% | +71.4% |
| All | +113.0% | +19.9% | +93.1% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling