+222.3%
WAB vs NVMI
+261.9%
-39.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -4.1% | -8.4% | +4.3% | -2.2% |
| 3M | +8.2% | -33.6% | +41.7% | +18.1% |
| 6M | +15.4% | -14.7% | +30.1% | +17.3% |
| YTD | +33.1% | +13.2% | +19.9% | +25.1% |
| 1Y | +48.1% | +29.0% | +19.0% | +33.7% |
| 3Y | +167.7% | +215.0% | -47.3% | +73.8% |
| All | +222.3% | +261.9% | -39.6% | +96.0% |
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