+43.4%
NVTS vs WSM
+230.1%
-186.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.1% |
| 30D | -16.5% | -7.7% | -8.8% | -13.2% |
| 3M | -47.6% | +3.8% | -51.4% | -48.8% |
| 6M | +7.3% | +22.7% | -15.4% | -2.9% |
| YTD | +62.9% | +28.0% | +34.9% | +44.9% |
| 1Y | +91.3% | +12.7% | +78.6% | +78.1% |
| 3Y | +43.4% | +231.3% | -187.9% | -21.9% |
| All | +43.4% | +230.1% | -186.7% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling