+113.3%
NWSA vs NVMI
+3,553.0%
-3,439.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -4.8% | +3.8% | -8.5% | -5.5% |
| 30D | +3.0% | -7.6% | +10.5% | +4.4% |
| 3M | +9.3% | -28.0% | +37.3% | +14.7% |
| 6M | +23.2% | -15.3% | +38.5% | +22.4% |
| YTD | +13.3% | +11.5% | +1.9% | +3.8% |
| 1Y | +2.9% | +31.6% | -28.7% | -10.7% |
| 3Y | +43.3% | +207.0% | -163.6% | -9.1% |
| 5Y | +40.9% | +262.8% | -222.0% | -17.9% |
| 10Y | +148.1% | +3,074.6% | -2,926.5% | -24.3% |
| All | +113.3% | +3,553.0% | -3,439.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling