-12.9%
NVTS vs WSM
+164.3%
-177.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -2.9% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | -18.0% | -10.7% | -7.3% | -12.5% |
| 3M | -45.6% | +8.5% | -54.1% | -48.5% |
| 6M | +28.5% | +19.6% | +8.8% | +15.3% |
| YTD | +56.2% | +26.6% | +29.6% | +36.0% |
| 1Y | +97.7% | +12.0% | +85.7% | +82.1% |
| 3Y | +35.0% | +226.6% | -191.7% | -41.6% |
| All | -12.9% | +164.3% | -177.1% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling