-9.4%
NVTS vs WSM
+168.7%
-178.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +3.5% | +2.6% | +0.9% | +2.0% |
| 30D | -11.9% | -9.3% | -2.6% | -6.9% |
| 3M | -49.2% | +7.1% | -56.3% | -51.5% |
| 6M | +38.4% | +21.7% | +16.7% | +23.0% |
| YTD | +62.5% | +28.7% | +33.7% | +40.1% |
| 1Y | +101.4% | +13.9% | +87.5% | +83.7% |
| 3Y | +40.4% | +232.2% | -191.7% | -39.9% |
| All | -9.4% | +168.7% | -178.1% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling