+41.2%
NWSA vs NVMI
+261.9%
-220.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +3.0% | -8.4% | +11.4% | +4.2% |
| 3M | +12.3% | -33.6% | +45.9% | +18.3% |
| 6M | +21.9% | -14.7% | +36.5% | +20.5% |
| YTD | +13.6% | +13.2% | +0.3% | +4.4% |
| 1Y | +0.5% | +29.0% | -28.5% | -11.3% |
| 3Y | +43.8% | +215.0% | -171.2% | -9.7% |
| All | +41.2% | +261.9% | -220.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling