+137.2%
NWSA vs NVMI
+3,158.6%
-3,021.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +3.0% | -8.4% | +11.4% | +4.6% |
| 3M | +12.3% | -33.6% | +45.9% | +20.1% |
| 6M | +21.9% | -14.7% | +36.5% | +20.9% |
| YTD | +13.6% | +13.2% | +0.3% | +3.8% |
| 1Y | +0.5% | +29.0% | -28.5% | -12.1% |
| 3Y | +43.8% | +215.0% | -171.2% | -9.3% |
| 5Y | +41.2% | +268.6% | -227.4% | -17.9% |
| All | +137.2% | +3,158.6% | -3,021.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling