+63.0%
WCC vs NVMI
+32.8%
+30.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.2% | +3.0% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -2.1% | -8.4% | +6.3% | +1.7% |
| 3M | +3.8% | -33.6% | +37.4% | +21.5% |
| 6M | +35.0% | -14.7% | +49.7% | +40.5% |
| YTD | +46.4% | +13.2% | +33.1% | +35.4% |
| 1Y | +63.0% | +29.0% | +34.0% | +42.4% |
| All | +63.0% | +32.8% | +30.2% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling