+5,682.2%
WAB vs NVMI
+1,995.1%
+3,687.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.4% |
| 7D | +1.7% | +11.7% | -10.0% | +0.3% |
| 30D | -2.4% | -4.0% | +1.6% | -2.0% |
| 3M | +9.7% | -25.8% | +35.4% | +13.0% |
| 6M | +16.5% | -8.3% | +24.8% | +16.8% |
| YTD | +33.7% | +14.8% | +18.9% | +30.1% |
| 1Y | +49.7% | +37.9% | +11.8% | +42.2% |
| 3Y | +170.9% | +216.3% | -45.3% | +129.1% |
| 5Y | +228.0% | +277.2% | -49.1% | +169.8% |
| 10Y | +284.8% | +3,074.3% | -2,789.5% | +154.9% |
| All | +5,682.2% | +1,995.1% | +3,687.1% | +3,223.9% |
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 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