+3.6%
WBD vs NVMI
+261.9%
-258.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | +1.4% | -8.4% | +9.8% | +3.2% |
| 3M | +4.4% | -33.6% | +38.0% | +13.3% |
| 6M | +0.8% | -14.7% | +15.5% | +1.1% |
| YTD | -2.7% | +13.2% | -15.9% | -10.7% |
| 1Y | +73.4% | +29.0% | +44.4% | +52.0% |
| 3Y | +142.1% | +215.0% | -72.8% | +45.5% |
| All | +3.6% | +261.9% | -258.3% | -42.1% |
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