+164.9%
WAB vs NVMI
+203.1%
-38.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -0.2% | +3.8% | -4.0% | -1.0% |
| 30D | -5.9% | -7.6% | +1.7% | -4.5% |
| 3M | +9.4% | -28.0% | +37.4% | +15.6% |
| 6M | +13.8% | -15.3% | +29.1% | +15.8% |
| YTD | +31.8% | +11.5% | +20.3% | +26.2% |
| 1Y | +48.5% | +31.6% | +16.9% | +37.0% |
| All | +164.9% | +203.1% | -38.1% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling